-44.0%
APTV vs A
+14.6%
-58.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.1% |
| 7D | -1.8% | -4.6% | +2.8% | 0.0% |
| 30D | -7.9% | -4.3% | -3.7% | -6.5% |
| 3M | -29.9% | +8.9% | -38.9% | -32.2% |
| 6M | -36.6% | +24.5% | -61.1% | -42.1% |
| YTD | -40.0% | +5.8% | -45.8% | -40.5% |
| 1Y | -44.0% | +16.2% | -60.2% | -45.6% |
| All | -44.0% | +14.6% | -58.6% | -45.6% |
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