+216.8%
ROL vs APTV
-26.2%
+243.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.2% |
| 7D | +3.4% | -4.3% | +7.7% | +4.0% |
| 30D | +20.8% | -9.7% | +30.4% | +22.3% |
| 3M | +3.7% | -20.6% | +24.3% | +6.8% |
| 6M | -27.7% | -31.7% | +4.0% | -24.6% |
| YTD | -34.9% | -48.0% | +13.1% | -29.9% |
| 1Y | -33.3% | -52.1% | +18.8% | -27.3% |
| 3Y | +4.3% | -47.9% | +52.2% | +9.7% |
| 5Y | +15.0% | -76.9% | +91.9% | +35.7% |
| All | +216.8% | -26.2% | +243.0% | +199.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling