+525.9%
RSP vs APTV
+145.2%
+380.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +1.9% |
| 7D | +0.4% | -9.8% | +10.2% | +3.4% |
| 30D | +3.7% | -8.9% | +12.6% | +6.5% |
| 3M | +0.8% | -19.5% | +20.2% | +7.0% |
| 6M | +9.1% | -31.1% | +40.2% | +19.4% |
| YTD | +16.7% | -47.5% | +64.3% | +37.6% |
| 1Y | +19.7% | -52.3% | +72.0% | +45.1% |
| 3Y | +66.7% | -45.2% | +111.9% | +86.1% |
| 5Y | +48.7% | -76.9% | +125.6% | +111.5% |
| 10Y | +215.6% | -25.1% | +240.6% | +177.8% |
| All | +525.9% | +145.2% | +380.7% | +233.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling