+486.3%
RTX vs APTV
+138.1%
+348.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +4.8% | -1.7% | +6.5% | +5.3% |
| 30D | +6.5% | -11.6% | +18.1% | +10.3% |
| 3M | -9.6% | -21.2% | +11.6% | -3.4% |
| 6M | +12.3% | -28.5% | +40.8% | +21.1% |
| YTD | +9.5% | -49.1% | +58.5% | +29.6% |
| 1Y | +15.8% | -52.2% | +68.0% | +39.7% |
| 3Y | +157.0% | -48.6% | +205.6% | +186.6% |
| 5Y | +148.8% | -77.3% | +226.1% | +257.6% |
| 10Y | +264.0% | -26.9% | +290.9% | +200.0% |
| All | +486.3% | +138.1% | +348.3% | +170.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling