+48.7%
RSP vs APTV
-77.1%
+125.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +2.0% |
| 7D | +0.4% | -9.8% | +10.2% | +2.9% |
| 30D | +3.7% | -8.9% | +12.6% | +6.0% |
| 3M | +0.8% | -19.5% | +20.2% | +6.0% |
| 6M | +9.1% | -31.1% | +40.2% | +17.7% |
| YTD | +16.7% | -47.5% | +64.3% | +34.5% |
| 1Y | +19.7% | -52.3% | +72.0% | +41.6% |
| 3Y | +66.7% | -45.2% | +111.9% | +82.4% |
| 5Y | +48.7% | -76.9% | +125.6% | +107.0% |
| All | +48.7% | -77.1% | +125.8% | +107.0% |
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