+7.3%
APTV vs AR
-27.2%
+34.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | -34.2% | +6.2% | -40.5% | -35.1% |
| 6M | -34.7% | +4.3% | -39.0% | -35.6% |
| YTD | -37.0% | +14.4% | -51.3% | -39.2% |
| 1Y | -40.4% | +21.3% | -61.7% | -43.3% |
| 3Y | -54.1% | +39.8% | -93.9% | -58.3% |
| 5Y | -68.0% | +142.1% | -210.1% | -74.2% |
| 10Y | -15.5% | +52.0% | -67.6% | -43.6% |
| All | +7.3% | -27.2% | +34.5% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling