+66.7%
RSP vs APTV
-46.2%
+112.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +2.0% |
| 7D | +0.4% | -9.8% | +10.2% | +2.3% |
| 30D | +3.7% | -8.9% | +12.6% | +5.5% |
| 3M | +0.8% | -19.5% | +20.2% | +4.7% |
| 6M | +9.1% | -31.1% | +40.2% | +15.5% |
| YTD | +16.7% | -47.5% | +64.3% | +30.5% |
| 1Y | +19.7% | -52.3% | +72.0% | +36.7% |
| 3Y | +66.7% | -45.2% | +111.9% | +75.7% |
| All | +66.7% | -46.2% | +112.9% | +75.7% |
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 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