+158.6%
RTX vs APTV
-45.9%
+204.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.1% |
| 7D | -1.7% | -4.3% | +2.5% | -1.5% |
| 30D | +7.7% | -9.7% | +17.3% | +8.3% |
| 3M | -10.3% | -20.6% | +10.2% | -9.3% |
| 6M | +14.6% | -31.7% | +46.3% | +16.1% |
| YTD | +10.4% | -48.0% | +58.4% | +13.6% |
| 1Y | +13.5% | -52.1% | +65.6% | +17.7% |
| 3Y | +158.6% | -47.9% | +206.5% | +162.9% |
| All | +158.6% | -45.9% | +204.5% | +162.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling