+193.5%
APTV vs DG
+293.6%
-100.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.7% |
| 7D | +4.8% | +8.4% | -3.6% | +3.0% |
| 30D | +2.0% | +4.9% | -2.9% | +0.8% |
| 3M | -34.2% | +29.3% | -63.6% | -38.0% |
| 6M | -34.7% | -11.3% | -23.4% | -33.4% |
| YTD | -37.0% | +1.8% | -38.7% | -37.6% |
| 1Y | -40.4% | +25.3% | -65.7% | -44.0% |
| 3Y | -54.1% | +9.1% | -63.2% | -57.2% |
| 5Y | -68.0% | -34.9% | -33.1% | -66.0% |
| 10Y | -15.5% | +108.2% | -123.7% | -31.5% |
| All | +193.5% | +293.6% | -100.1% | +116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling