-70.1%
APTV vs DD
+59.3%
-129.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -1.0% |
| 7D | -1.2% | -3.8% | +2.6% | +1.4% |
| 30D | -10.6% | -9.2% | -1.4% | -4.8% |
| 3M | -35.0% | -9.0% | -26.0% | -31.2% |
| 6M | -38.9% | -5.0% | -33.9% | -38.1% |
| YTD | -41.5% | +7.4% | -48.9% | -45.9% |
| 1Y | -45.8% | +35.1% | -80.9% | -57.7% |
| 3Y | -55.7% | +43.2% | -98.9% | -68.2% |
| 5Y | -70.1% | +59.6% | -129.8% | -80.2% |
| All | -70.1% | +59.3% | -129.4% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling