-69.3%
APTV vs A
-15.0%
-54.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -2.0% | -3.1% |
| 7D | +2.0% | -2.1% | +4.0% | +3.2% |
| 30D | -7.7% | +0.6% | -8.3% | -8.2% |
| 3M | -34.0% | +10.9% | -44.9% | -38.1% |
| 6M | -37.1% | +28.2% | -65.3% | -46.6% |
| YTD | -39.9% | +8.6% | -48.5% | -43.5% |
| 1Y | -44.4% | +15.5% | -60.0% | -50.1% |
| 3Y | -54.5% | +31.8% | -86.3% | -63.7% |
| All | -69.3% | -15.0% | -54.3% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling