-72.0%
APTV vs COMP
-52.0%
-20.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +10.7% | -14.2% | -5.4% |
| 7D | -10.2% | +13.4% | -23.7% | -12.4% |
| 30D | -10.8% | +11.1% | -21.9% | -12.8% |
| 3M | -14.8% | -18.8% | +4.0% | -12.1% |
| 6M | -30.6% | +10.5% | -41.1% | -33.0% |
| YTD | -48.2% | -3.4% | -44.8% | -49.5% |
| 1Y | -52.0% | +19.7% | -71.7% | -55.1% |
| 3Y | -47.0% | +381.6% | -428.6% | -65.2% |
| 5Y | -77.5% | -17.6% | -59.9% | -81.5% |
| All | -72.0% | -52.0% | -20.0% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling