-40.4%
APTV vs AR
+22.7%
-63.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.0% |
| 7D | +4.8% | +2.5% | +2.3% | +5.1% |
| 30D | +2.0% | +14.8% | -12.8% | +3.4% |
| 3M | -34.2% | +6.2% | -40.5% | -33.6% |
| 6M | -34.7% | +4.3% | -39.0% | -34.1% |
| YTD | -37.0% | +14.4% | -51.3% | -36.3% |
| 1Y | -40.4% | +21.3% | -61.7% | -40.3% |
| All | -40.4% | +22.7% | -63.1% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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