+193.5%
APTV vs DAR
+356.2%
-162.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +3.9% | +3.4% |
| 7D | +4.8% | +1.4% | +3.5% | +4.0% |
| 30D | +2.0% | +12.8% | -10.8% | -3.9% |
| 3M | -34.2% | +7.4% | -41.6% | -37.0% |
| 6M | -34.7% | +22.3% | -56.9% | -41.5% |
| YTD | -37.0% | +81.1% | -118.1% | -52.7% |
| 1Y | -40.4% | +106.5% | -146.9% | -58.4% |
| 3Y | -54.1% | +5.3% | -59.4% | -58.6% |
| 5Y | -68.0% | -11.5% | -56.5% | -69.9% |
| 10Y | -15.5% | +353.3% | -368.9% | -62.6% |
| All | +193.5% | +356.2% | -162.7% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling