-46.5%
APTV vs DD
+49.3%
-95.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +5.3% |
| 7D | -1.9% | +8.7% | -10.5% | -5.4% |
| 30D | -1.4% | +15.3% | -16.8% | -7.6% |
| 3M | -9.3% | +5.9% | -15.3% | -11.8% |
| 6M | -27.3% | +11.6% | -38.9% | -32.0% |
| YTD | -43.1% | +26.5% | -69.7% | -54.7% |
| 1Y | -46.5% | +35.4% | -81.9% | -60.4% |
| All | -46.5% | +49.3% | -95.8% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling