-28.2%
APTV vs A
+300.7%
-328.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.1% |
| 7D | -5.0% | +0.7% | -5.7% | -5.5% |
| 30D | -12.3% | +0.8% | -13.1% | -13.0% |
| 3M | -19.9% | +16.9% | -36.8% | -28.3% |
| 6M | -29.4% | +53.8% | -83.1% | -47.6% |
| YTD | -49.0% | +28.1% | -77.1% | -57.6% |
| 1Y | -53.1% | +15.0% | -68.1% | -58.2% |
| 3Y | -48.9% | +63.1% | -112.0% | -65.3% |
| 5Y | -77.2% | +11.5% | -88.7% | -80.4% |
| All | -28.2% | +300.7% | -328.9% | -69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling