-51.5%
APTV vs DBX
+15.6%
-67.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -1.7% | -3.3% | +1.5% | -0.8% |
| 30D | -11.6% | -5.9% | -5.7% | -9.9% |
| 3M | -21.2% | -6.7% | -14.5% | -19.9% |
| 6M | -28.5% | +28.0% | -56.5% | -35.6% |
| YTD | -49.1% | +20.6% | -69.7% | -53.7% |
| 1Y | -52.2% | +10.3% | -62.5% | -55.1% |
| 3Y | -48.6% | +24.0% | -72.7% | -55.7% |
| 5Y | -77.3% | +24.2% | -101.5% | -80.8% |
| All | -51.5% | +15.6% | -67.2% | -63.7% |
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