+28.4%
RTX vs APTV
-39.9%
+68.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.7% | -0.7% |
| 7D | -5.2% | +4.8% | -10.0% | -5.2% |
| 30D | -9.4% | +2.0% | -11.4% | -9.4% |
| 3M | +12.3% | -34.2% | +46.5% | +13.0% |
| 6M | -3.1% | -34.7% | +31.5% | -3.0% |
| YTD | +10.7% | -37.0% | +47.7% | +9.0% |
| 1Y | +28.4% | -40.4% | +68.8% | +29.1% |
| All | +28.4% | -39.9% | +68.3% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling