-51.5%
APTV vs ADVB
-75.5%
+24.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -0.8% |
| 7D | -4.3% | -4.1% | -0.2% | -4.3% |
| 30D | -9.7% | -60.3% | +50.6% | -10.6% |
| 3M | -20.6% | -73.3% | +52.8% | -21.7% |
| 6M | -31.7% | -65.9% | +34.2% | -33.4% |
| YTD | -48.0% | -63.9% | +15.9% | -48.3% |
| All | -51.5% | -75.5% | +24.0% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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