-18.2%
APTV vs DG
+99.2%
-117.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +3.9% | +2.9% |
| 7D | -1.8% | -6.3% | +4.5% | -0.3% |
| 30D | -7.9% | +2.4% | -10.4% | -8.4% |
| 3M | -29.9% | +12.4% | -42.3% | -31.9% |
| 6M | -36.6% | -14.9% | -21.7% | -34.7% |
| YTD | -40.0% | -6.1% | -33.9% | -39.5% |
| 1Y | -44.0% | +17.9% | -61.9% | -46.7% |
| 3Y | -54.5% | +3.1% | -57.7% | -57.1% |
| 5Y | -68.8% | -38.7% | -30.1% | -65.7% |
| All | -18.2% | +99.2% | -117.4% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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