+267.1%
RTX vs APTV
-26.2%
+293.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.3% |
| 7D | -1.7% | -4.3% | +2.5% | -0.6% |
| 30D | +7.7% | -9.7% | +17.3% | +10.7% |
| 3M | -10.3% | -20.6% | +10.2% | -4.6% |
| 6M | +14.6% | -31.7% | +46.3% | +24.9% |
| YTD | +10.4% | -48.0% | +58.4% | +29.3% |
| 1Y | +13.5% | -52.1% | +65.6% | +36.2% |
| 3Y | +158.6% | -47.9% | +206.5% | +186.1% |
| 5Y | +147.3% | -76.9% | +224.2% | +257.0% |
| All | +267.1% | -26.2% | +293.3% | +231.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling