-71.9%
APTV vs COMP
-53.0%
-18.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.4% | +6.6% | +0.5% |
| 7D | -4.3% | +7.2% | -11.5% | -5.7% |
| 30D | -9.7% | +6.4% | -16.0% | -11.1% |
| 3M | -20.6% | -19.4% | -1.1% | -18.0% |
| 6M | -31.7% | +14.6% | -46.3% | -34.6% |
| YTD | -48.0% | -5.5% | -42.5% | -49.2% |
| 1Y | -52.1% | +13.7% | -65.7% | -54.8% |
| 3Y | -47.9% | +409.7% | -457.6% | -66.2% |
| 5Y | -76.9% | -17.0% | -59.9% | -81.1% |
| All | -71.9% | -53.0% | -18.9% | -74.1% |
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