+8.8%
RSP vs APTV
-33.5%
+42.4%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.5% | -0.7% |
| 7D | -0.8% | +4.8% | -5.6% | -1.1% |
| 30D | -0.3% | +2.0% | -2.3% | -0.5% |
| 3M | +4.3% | -34.2% | +38.5% | +8.1% |
| 6M | +8.8% | -34.7% | +43.5% | +12.5% |
| All | +8.8% | -33.5% | +42.4% | +12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling