-52.4%
APTV vs AR
+46.7%
-99.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.2% |
| 7D | +4.8% | +2.5% | +2.3% | +4.4% |
| 30D | +2.0% | +14.8% | -12.8% | -0.2% |
| 3M | -34.2% | +6.2% | -40.5% | -34.9% |
| 6M | -34.7% | +4.3% | -39.0% | -35.5% |
| YTD | -37.0% | +14.4% | -51.3% | -39.2% |
| 1Y | -40.4% | +21.3% | -61.7% | -43.7% |
| All | -52.4% | +46.7% | -99.1% | -59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling