-40.4%
APTV vs AS
-21.9%
-18.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +2.0% |
| 7D | +4.8% | -4.9% | +9.7% | +6.3% |
| 30D | +2.0% | -19.6% | +21.6% | +8.7% |
| 3M | -34.2% | -14.4% | -19.9% | -31.3% |
| 6M | -34.7% | -20.1% | -14.5% | -31.3% |
| YTD | -37.0% | -20.9% | -16.0% | -33.5% |
| 1Y | -40.4% | -21.9% | -18.5% | -35.6% |
| All | -40.4% | -21.9% | -18.5% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling