-29.8%
APTV vs DECK
+874.1%
-903.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -2.9% |
| 7D | -10.2% | +5.8% | -16.0% | -12.3% |
| 30D | -10.8% | +7.9% | -18.7% | -13.7% |
| 3M | -14.8% | -11.4% | -3.4% | -10.4% |
| 6M | -30.6% | -16.6% | -14.0% | -25.5% |
| YTD | -48.2% | -16.4% | -31.8% | -45.6% |
| 1Y | -52.0% | +8.6% | -60.6% | -55.3% |
| 3Y | -47.0% | -15.1% | -31.9% | -51.2% |
| 5Y | -77.5% | +22.9% | -100.3% | -83.8% |
| All | -29.8% | +874.1% | -903.9% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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