+150.0%
APTV vs DECK
+408.2%
-258.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.0% | -5.0% |
| 7D | -8.1% | +6.0% | -14.1% | -9.8% |
| 30D | -8.7% | +7.4% | -16.1% | -10.9% |
| 3M | -13.1% | -11.7% | -1.5% | -9.5% |
| 6M | -25.5% | -11.0% | -14.5% | -22.9% |
| YTD | -46.3% | -15.4% | -30.9% | -44.3% |
| 1Y | -51.1% | +7.2% | -58.4% | -53.4% |
| 3Y | -47.3% | -11.8% | -35.5% | -49.8% |
| 5Y | -76.7% | +24.3% | -101.0% | -81.0% |
| 10Y | -24.4% | +907.5% | -931.9% | -63.4% |
| All | +150.0% | +408.2% | -258.2% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling