+167.1%
RTX vs APTV
-69.4%
+236.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.4% |
| 7D | -3.1% | +2.0% | -5.1% | -3.3% |
| 30D | -10.6% | -7.7% | -2.9% | -9.7% |
| 3M | +11.6% | -34.0% | +45.7% | +17.0% |
| 6M | -4.5% | -37.1% | +32.6% | +0.3% |
| YTD | +9.6% | -39.9% | +49.5% | +15.4% |
| 1Y | +30.8% | -44.4% | +75.3% | +39.2% |
| 3Y | +152.8% | -54.5% | +207.3% | +174.0% |
| 5Y | +167.1% | -69.1% | +236.2% | +204.9% |
| All | +167.1% | -69.4% | +236.5% | +204.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling