+205.1%
ROL vs APTV
-15.8%
+220.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.3% |
| 7D | -3.2% | -1.8% | -1.4% | -3.0% |
| 30D | -6.6% | -7.9% | +1.3% | -5.6% |
| 3M | -27.3% | -29.9% | +2.6% | -24.1% |
| 6M | -38.1% | -36.6% | -1.5% | -34.8% |
| YTD | -41.8% | -40.0% | -1.8% | -38.4% |
| 1Y | -37.8% | -44.0% | +6.2% | -33.6% |
| 3Y | -0.3% | -54.5% | +54.2% | +7.8% |
| 5Y | -5.1% | -68.8% | +63.7% | +6.8% |
| All | +205.1% | -15.8% | +220.9% | +180.0% |
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