-68.2%
APTV vs COMP
-31.2%
-37.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.5% | +3.0% |
| 7D | +4.8% | +1.4% | +3.4% | +4.5% |
| 30D | +2.0% | -13.3% | +15.3% | +4.6% |
| 3M | -34.2% | +41.1% | -75.4% | -38.8% |
| 6M | -34.7% | +17.2% | -51.8% | -38.0% |
| YTD | -37.0% | +5.2% | -42.2% | -39.3% |
| 1Y | -40.4% | +18.9% | -59.3% | -44.2% |
| 3Y | -54.1% | +215.9% | -270.0% | -67.2% |
| All | -68.2% | -31.2% | -37.0% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling