-52.2%
APTV vs AS
+142.2%
-194.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -2.0% | +0.3% |
| 7D | -9.8% | +5.8% | -15.6% | -11.1% |
| 30D | -8.9% | +15.4% | -24.2% | -12.3% |
| 3M | -19.5% | -11.9% | -7.6% | -17.0% |
| 6M | -31.1% | -9.9% | -21.2% | -29.6% |
| YTD | -47.5% | -13.1% | -34.5% | -46.2% |
| 1Y | -52.3% | +9.9% | -62.2% | -53.8% |
| All | -52.2% | +142.2% | -194.4% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling