+724.7%
ROK vs APTV
+194.6%
+530.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | 0.0% |
| 7D | +0.7% | +4.8% | -4.1% | -1.3% |
| 30D | -3.3% | +2.0% | -5.3% | -4.4% |
| 3M | -5.9% | -34.2% | +28.4% | +11.2% |
| 6M | +13.9% | -34.7% | +48.5% | +32.6% |
| YTD | +12.6% | -37.0% | +49.6% | +32.5% |
| 1Y | +28.6% | -40.4% | +69.0% | +54.5% |
| 3Y | +45.1% | -54.1% | +99.2% | +87.4% |
| 5Y | +45.6% | -68.0% | +113.6% | +110.2% |
| 10Y | +345.0% | -15.5% | +360.6% | +269.2% |
| All | +724.7% | +194.6% | +530.1% | +212.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling