-68.2%
APTV vs AUR
-36.7%
-31.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +3.0% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | -7.9% | -8.9% | +1.0% | -6.8% |
| 3M | -29.9% | +4.6% | -34.6% | -30.9% |
| 6M | -36.6% | +44.9% | -81.4% | -41.1% |
| YTD | -40.0% | +64.8% | -104.8% | -45.5% |
| 1Y | -44.0% | +16.4% | -60.4% | -46.8% |
| 3Y | -54.5% | +85.1% | -139.6% | -64.3% |
| 5Y | -68.8% | -36.1% | -32.7% | -75.6% |
| All | -68.2% | -36.7% | -31.5% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling