-46.5%
APTV vs A
+24.4%
-70.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.7% | +4.3% |
| 7D | -1.9% | -2.4% | +0.5% | -1.1% |
| 30D | -1.4% | +3.6% | -5.0% | -2.7% |
| 3M | -9.3% | +27.5% | -36.8% | -17.5% |
| 6M | -27.3% | +58.5% | -85.8% | -39.7% |
| YTD | -43.1% | +31.2% | -74.3% | -47.1% |
| 1Y | -46.5% | +22.2% | -68.7% | -48.2% |
| All | -46.5% | +24.4% | -70.9% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling