-37.8%
ROL vs APTV
-45.5%
+7.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -1.2% |
| 7D | -3.3% | -1.2% | -2.1% | -3.2% |
| 30D | -7.2% | -10.6% | +3.4% | -7.3% |
| 3M | -27.0% | -35.0% | +8.0% | -28.1% |
| 6M | -39.5% | -38.9% | -0.6% | -40.3% |
| YTD | -41.8% | -41.5% | -0.3% | -42.6% |
| All | -37.8% | -45.5% | +7.7% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling