+283.9%
RTX vs APTV
-21.3%
+305.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.0% | +0.1% |
| 7D | -1.6% | -1.2% | -0.5% | -1.4% |
| 30D | -11.6% | -10.6% | -0.9% | -8.8% |
| 3M | +9.2% | -35.0% | +44.2% | +22.4% |
| 6M | -4.4% | -38.9% | +34.5% | +7.8% |
| YTD | +8.9% | -41.5% | +50.4% | +23.5% |
| 1Y | +32.1% | -45.8% | +77.9% | +53.1% |
| 3Y | +151.2% | -55.7% | +206.9% | +197.4% |
| 5Y | +162.9% | -70.1% | +233.0% | +243.2% |
| 10Y | +283.9% | -19.1% | +303.0% | +235.9% |
| All | +283.9% | -21.3% | +305.2% | +235.9% |
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