+193.5%
APTV vs DD
+302.3%
-108.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +2.8% |
| 7D | +4.8% | -3.5% | +8.3% | +7.1% |
| 30D | +2.0% | -10.3% | +12.3% | +9.0% |
| 3M | -34.2% | -7.5% | -26.7% | -31.2% |
| 6M | -34.7% | -8.0% | -26.7% | -32.3% |
| YTD | -37.0% | +10.5% | -47.5% | -42.1% |
| 1Y | -40.4% | +38.3% | -78.7% | -52.8% |
| 3Y | -54.1% | +42.5% | -96.6% | -65.4% |
| 5Y | -68.0% | +60.2% | -128.2% | -77.6% |
| 10Y | -15.5% | +68.9% | -84.4% | -47.8% |
| All | +193.5% | +302.3% | -108.8% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling