-69.3%
APTV vs AUR
-35.1%
-34.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -5.0% | +1.4% | -6.4% | -5.3% |
| 30D | -6.1% | -6.4% | +0.3% | -5.3% |
| 3M | -33.0% | +7.7% | -40.7% | -34.2% |
| 6M | -35.2% | +44.5% | -79.7% | -39.8% |
| YTD | -40.1% | +67.4% | -107.6% | -45.9% |
| 1Y | -45.6% | +15.4% | -61.0% | -48.3% |
| 3Y | -54.4% | +94.8% | -149.2% | -64.5% |
| All | -69.3% | -35.1% | -34.2% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling