-69.1%
APTV vs CAPR
+87.6%
-156.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.6% | -1.0% | -4.6% |
| 7D | +2.0% | -9.5% | +11.5% | +2.1% |
| 30D | -7.7% | +121.5% | -129.2% | -8.9% |
| 3M | -34.0% | -65.4% | +31.4% | -33.7% |
| 6M | -37.1% | -67.5% | +30.4% | -36.8% |
| YTD | -39.9% | -68.6% | +28.7% | -39.6% |
| 1Y | -44.4% | +42.7% | -87.1% | -47.3% |
| 3Y | -54.5% | +43.4% | -97.8% | -60.6% |
| 5Y | -69.1% | +86.0% | -155.1% | -75.7% |
| All | -69.1% | +87.6% | -156.7% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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