+611.9%
ROL vs APTV
+194.6%
+417.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.6% | -0.1% |
| 7D | -1.4% | +4.8% | -6.2% | -2.2% |
| 30D | -4.1% | +2.0% | -6.1% | -4.5% |
| 3M | -22.5% | -34.2% | +11.7% | -17.6% |
| 6M | -37.7% | -34.7% | -3.0% | -34.1% |
| YTD | -39.6% | -37.0% | -2.6% | -35.9% |
| 1Y | -36.0% | -40.4% | +4.4% | -31.7% |
| 3Y | -5.1% | -54.1% | +49.0% | +3.8% |
| 5Y | -3.4% | -68.0% | +64.6% | +10.2% |
| 10Y | +215.2% | -15.5% | +230.8% | +171.8% |
| All | +611.9% | +194.6% | +417.3% | +260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling