-53.1%
APTV vs A
+16.3%
-69.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.8% |
| 7D | -5.0% | +0.7% | -5.7% | -5.2% |
| 30D | -12.3% | +0.8% | -13.1% | -12.6% |
| 3M | -19.9% | +16.9% | -36.8% | -24.8% |
| 6M | -29.4% | +53.8% | -83.1% | -40.7% |
| YTD | -49.0% | +28.1% | -77.1% | -52.0% |
| 1Y | -53.1% | +15.0% | -68.1% | -52.6% |
| All | -53.1% | +16.3% | -69.4% | -52.6% |
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