-28.3%
APTV vs AR
+57.4%
-85.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -1.7% | +7.4% | -9.1% | -3.0% |
| 30D | -11.6% | +5.8% | -17.4% | -12.6% |
| 3M | -21.2% | +5.2% | -26.4% | -22.2% |
| 6M | -28.5% | +5.4% | -34.0% | -29.7% |
| YTD | -49.1% | +12.4% | -61.5% | -50.9% |
| 1Y | -52.2% | +12.8% | -65.0% | -54.1% |
| 3Y | -48.6% | +47.2% | -95.8% | -54.0% |
| 5Y | -77.3% | +101.1% | -178.4% | -81.3% |
| All | -28.3% | +57.4% | -85.7% | -53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling