+4.7%
ROL vs APTV
-48.7%
+53.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.7% | +2.6% |
| 7D | +3.0% | -1.7% | +4.7% | +3.0% |
| 30D | +19.8% | -11.6% | +31.4% | +20.2% |
| 3M | +7.9% | -21.2% | +29.1% | +8.6% |
| 6M | -25.6% | -28.5% | +2.9% | -25.4% |
| YTD | -34.1% | -49.1% | +14.9% | -33.3% |
| 1Y | -31.4% | -52.2% | +20.8% | -30.3% |
| 3Y | +4.7% | -48.6% | +53.3% | +6.3% |
| All | +4.7% | -48.7% | +53.4% | +6.3% |
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