-77.5%
APTV vs COMP
-10.9%
-66.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.5% |
| 7D | -1.7% | 0.0% | -1.7% | -1.8% |
| 30D | -11.6% | +16.6% | -28.1% | -14.4% |
| 3M | -21.2% | -23.5% | +2.3% | -17.8% |
| 6M | -28.5% | +25.7% | -54.3% | -32.8% |
| YTD | -49.1% | -3.4% | -45.7% | -50.5% |
| 1Y | -52.2% | +7.6% | -59.8% | -54.5% |
| 3Y | -48.6% | +423.6% | -472.2% | -67.2% |
| All | -77.5% | -10.9% | -66.6% | -81.0% |
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