-69.3%
APTV vs DG
-37.9%
-31.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.0% | -0.6% | -4.0% |
| 7D | +2.0% | -2.5% | +4.4% | +2.4% |
| 30D | -7.7% | +1.0% | -8.7% | -7.9% |
| 3M | -34.0% | +20.3% | -54.3% | -36.0% |
| 6M | -37.1% | -11.7% | -25.4% | -36.2% |
| YTD | -39.9% | -2.3% | -37.6% | -40.0% |
| 1Y | -44.4% | +20.0% | -64.4% | -46.4% |
| 3Y | -54.5% | +7.2% | -61.7% | -56.2% |
| All | -69.3% | -37.9% | -31.4% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling