-18.2%
APTV vs DD
+67.0%
-85.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.1% | +3.0% |
| 7D | -1.8% | -2.9% | +1.1% | +0.2% |
| 30D | -7.9% | -11.5% | +3.6% | -0.2% |
| 3M | -29.9% | -5.4% | -24.5% | -27.7% |
| 6M | -36.6% | -6.9% | -29.7% | -34.7% |
| YTD | -40.0% | +6.9% | -46.8% | -44.0% |
| 1Y | -44.0% | +35.6% | -79.6% | -56.0% |
| 3Y | -54.5% | +42.5% | -97.1% | -66.7% |
| 5Y | -68.8% | +58.5% | -127.3% | -78.9% |
| All | -18.2% | +67.0% | -85.2% | -52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling