+137.5%
APTV vs DAR
+287.4%
-149.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.5% |
| 7D | -5.0% | +9.2% | -14.2% | -8.6% |
| 30D | -12.3% | -12.3% | 0.0% | -7.6% |
| 3M | -19.9% | -12.7% | -7.2% | -16.1% |
| 6M | -29.4% | -12.8% | -16.6% | -26.6% |
| YTD | -49.0% | +53.8% | -102.8% | -59.3% |
| 1Y | -53.1% | +60.3% | -113.4% | -63.3% |
| 3Y | -48.9% | +31.7% | -80.6% | -58.9% |
| 5Y | -77.2% | -27.7% | -49.5% | -76.7% |
| 10Y | -26.8% | +309.8% | -336.5% | -66.1% |
| All | +137.5% | +287.4% | -149.9% | +5.8% |
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