-45.2%
APTV vs DAR
+21.9%
-67.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.5% | -0.1% |
| 7D | -9.8% | -2.8% | -7.0% | -9.1% |
| 30D | -8.9% | -12.8% | +3.9% | -5.4% |
| 3M | -19.5% | -11.6% | -7.9% | -17.4% |
| 6M | -31.1% | -16.8% | -14.3% | -28.4% |
| YTD | -47.5% | +45.9% | -93.5% | -55.5% |
| 1Y | -52.3% | +61.5% | -113.8% | -61.0% |
| 3Y | -45.2% | +23.0% | -68.1% | -51.6% |
| All | -45.2% | +21.9% | -67.1% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 3y: compounded portfolio wealth divided by compounded DAR 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…
3y analysis · Full analysis span regression · 6 months rolling