+518.0%
RSP vs APTV
+194.6%
+323.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.5% | -1.4% |
| 7D | -0.8% | +4.8% | -5.6% | -2.2% |
| 30D | -0.3% | +2.0% | -2.3% | -1.1% |
| 3M | +4.3% | -34.2% | +38.5% | +17.0% |
| 6M | +8.8% | -34.7% | +43.5% | +21.0% |
| YTD | +15.3% | -37.0% | +52.2% | +29.0% |
| 1Y | +18.3% | -40.4% | +58.7% | +34.4% |
| 3Y | +52.8% | -54.1% | +106.9% | +81.6% |
| 5Y | +51.7% | -68.0% | +119.7% | +95.2% |
| 10Y | +208.5% | -15.5% | +224.0% | +163.0% |
| All | +518.0% | +194.6% | +323.4% | +212.4% |
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