-11.7%
APTV vs AR
-33.4%
+21.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.6% | -3.3% |
| 7D | -10.2% | -14.3% | +4.0% | -7.9% |
| 30D | -10.8% | +1.4% | -12.2% | -11.2% |
| 3M | -14.8% | +3.4% | -18.2% | -15.6% |
| 6M | -30.6% | -2.1% | -28.5% | -30.8% |
| YTD | -48.2% | +4.7% | -52.9% | -49.4% |
| 1Y | -52.0% | +10.6% | -62.5% | -53.6% |
| 3Y | -47.0% | +24.6% | -71.6% | -51.0% |
| 5Y | -77.5% | +71.9% | -149.4% | -80.8% |
| 10Y | -27.0% | +46.4% | -73.3% | -50.9% |
| All | -11.7% | -33.4% | +21.6% | -34.0% |
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