+51.5%
RSP vs APTV
-69.4%
+120.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | +0.1% |
| 7D | -0.4% | +2.0% | -2.4% | -0.9% |
| 30D | -1.5% | -7.7% | +6.2% | +0.3% |
| 3M | +4.8% | -34.0% | +38.8% | +15.5% |
| 6M | +10.3% | -37.1% | +47.4% | +22.1% |
| YTD | +14.1% | -39.9% | +54.0% | +27.3% |
| 1Y | +17.0% | -44.4% | +61.4% | +33.3% |
| 3Y | +54.2% | -54.5% | +108.7% | +80.7% |
| 5Y | +51.5% | -69.1% | +120.6% | +91.3% |
| All | +51.5% | -69.4% | +120.9% | +91.3% |
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 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