-54.5%
APTV vs DD
+47.1%
-101.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.5% |
| 7D | +2.0% | -0.6% | +2.6% | +2.3% |
| 30D | -7.7% | -7.4% | -0.3% | -4.0% |
| 3M | -34.0% | -6.4% | -27.6% | -31.9% |
| 6M | -37.1% | -2.5% | -34.6% | -37.2% |
| YTD | -39.9% | +10.2% | -50.1% | -44.2% |
| 1Y | -44.4% | +36.9% | -81.4% | -54.6% |
| 3Y | -54.5% | +47.0% | -101.5% | -63.8% |
| All | -54.5% | +47.1% | -101.6% | -63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling