-42.8%
APTV vs DBX
+16.6%
-59.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.9% | -1.7% | -3.7% |
| 7D | +2.0% | -1.3% | +3.3% | +2.4% |
| 30D | -7.7% | -2.9% | -4.8% | -7.0% |
| 3M | -34.0% | +23.8% | -57.8% | -39.3% |
| 6M | -37.1% | +26.2% | -63.3% | -43.3% |
| YTD | -39.9% | +21.6% | -61.5% | -45.2% |
| 1Y | -44.4% | +11.4% | -55.9% | -48.0% |
| 3Y | -54.5% | +21.3% | -75.8% | -60.3% |
| 5Y | -69.1% | +6.7% | -75.8% | -72.7% |
| All | -42.8% | +16.6% | -59.4% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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