-40.4%
APTV vs AUR
+11.8%
-52.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.7% | +3.0% |
| 7D | +4.8% | +8.7% | -3.9% | +3.4% |
| 30D | +2.0% | -5.2% | +7.2% | +2.6% |
| 3M | -34.2% | -7.3% | -26.9% | -34.0% |
| 6M | -34.7% | +41.2% | -75.9% | -39.8% |
| YTD | -37.0% | +65.1% | -102.1% | -44.0% |
| 1Y | -40.4% | +13.4% | -53.8% | -44.4% |
| All | -40.4% | +11.8% | -52.2% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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