-4.7%
ROL vs APTV
-69.4%
+64.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -2.1% |
| 7D | -3.4% | +2.0% | -5.4% | -3.6% |
| 30D | -6.9% | -7.7% | +0.8% | -6.3% |
| 3M | -24.6% | -34.0% | +9.4% | -22.1% |
| 6M | -39.5% | -37.1% | -2.4% | -37.4% |
| YTD | -41.1% | -39.9% | -1.2% | -38.9% |
| 1Y | -37.9% | -44.4% | +6.5% | -35.1% |
| 3Y | +0.8% | -54.5% | +55.3% | +7.2% |
| 5Y | -4.7% | -69.1% | +64.4% | +8.9% |
| All | -4.7% | -69.4% | +64.7% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling