+209.8%
RSP vs APTV
-21.3%
+231.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.2% |
| 7D | -1.8% | -1.2% | -0.7% | -1.6% |
| 30D | -2.5% | -10.6% | +8.1% | +0.5% |
| 3M | +3.0% | -35.0% | +38.0% | +15.4% |
| 6M | +8.9% | -38.9% | +47.8% | +22.9% |
| YTD | +13.0% | -41.5% | +54.5% | +28.6% |
| 1Y | +16.2% | -45.8% | +62.1% | +35.1% |
| 3Y | +52.7% | -55.7% | +108.4% | +82.1% |
| 5Y | +50.5% | -70.1% | +120.6% | +95.9% |
| 10Y | +209.8% | -19.1% | +228.9% | +195.3% |
| All | +209.8% | -21.3% | +231.1% | +195.3% |
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 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