-46.5%
APTV vs DGX
+45.0%
-91.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.2% | +4.9% |
| 7D | -1.9% | +4.1% | -6.0% | -1.6% |
| 30D | -1.4% | +10.5% | -11.9% | -0.4% |
| 3M | -9.3% | +9.8% | -19.1% | -8.5% |
| 6M | -27.3% | +34.6% | -61.9% | -26.0% |
| YTD | -43.1% | +49.8% | -93.0% | -41.9% |
| 1Y | -46.5% | +46.0% | -92.5% | -45.5% |
| All | -46.5% | +45.0% | -91.5% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling