-19.1%
APTV vs AR
+43.0%
-62.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -1.2% | -1.2% | 0.0% | -0.9% |
| 30D | -10.6% | +5.5% | -16.2% | -11.5% |
| 3M | -35.0% | +12.9% | -47.9% | -36.6% |
| 6M | -38.9% | +0.1% | -39.0% | -39.4% |
| YTD | -41.5% | +13.5% | -55.0% | -43.6% |
| 1Y | -45.8% | +21.6% | -67.4% | -48.6% |
| 3Y | -55.7% | +46.0% | -101.7% | -60.3% |
| 5Y | -70.1% | +143.7% | -213.9% | -76.2% |
| 10Y | -19.1% | +44.3% | -63.4% | -45.8% |
| All | -19.1% | +43.0% | -62.1% | -45.8% |
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