-71.6%
APTV vs COMP
-49.2%
-22.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.7% | -4.5% | +0.2% |
| 7D | -9.8% | +14.5% | -24.3% | -12.1% |
| 30D | -8.9% | +14.9% | -23.8% | -11.5% |
| 3M | -19.5% | -14.2% | -5.2% | -17.7% |
| 6M | -31.1% | +23.7% | -54.9% | -34.9% |
| YTD | -47.5% | +2.1% | -49.6% | -49.4% |
| 1Y | -52.3% | +26.2% | -78.5% | -55.9% |
| 3Y | -45.2% | +470.9% | -516.1% | -65.2% |
| 5Y | -76.9% | -14.0% | -62.8% | -81.2% |
| All | -71.6% | -49.2% | -22.4% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling