-25.5%
APTV vs AS
-8.7%
-16.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.3% | -4.6% |
| 7D | -8.1% | +7.1% | -15.2% | -10.5% |
| 30D | -8.7% | +12.8% | -21.5% | -12.8% |
| 3M | -13.1% | -14.7% | +1.6% | -7.7% |
| 6M | -25.5% | -9.9% | -15.5% | -22.9% |
| All | -25.5% | -8.7% | -16.8% | -22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling