-46.5%
APTV vs BR
-14.2%
-32.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +4.8% |
| 7D | -1.9% | +7.0% | -8.8% | -1.5% |
| 30D | -1.4% | +19.0% | -20.4% | -0.2% |
| 3M | -9.3% | +13.1% | -22.4% | -8.6% |
| 6M | -27.3% | +24.6% | -52.0% | -25.9% |
| YTD | -43.1% | -13.6% | -29.5% | -41.4% |
| 1Y | -46.5% | -13.1% | -33.4% | -44.9% |
| All | -46.5% | -14.2% | -32.3% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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