+61.0%
ROK vs APTV
-48.7%
+109.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +7.1% | -1.7% | +8.8% | +7.7% |
| 30D | -5.0% | -11.6% | +6.6% | -0.9% |
| 3M | -9.4% | -21.2% | +11.8% | -2.0% |
| 6M | -11.0% | -28.5% | +17.5% | -1.4% |
| YTD | +4.4% | -49.1% | +53.5% | +28.8% |
| 1Y | +7.4% | -52.2% | +59.6% | +35.6% |
| 3Y | +61.0% | -48.6% | +109.6% | +93.6% |
| All | +61.0% | -48.7% | +109.7% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded APTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling