-18.4%
APTV vs DGX
+255.3%
-273.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.2% |
| 7D | -5.0% | -0.9% | -4.1% | -4.6% |
| 30D | -6.1% | -1.2% | -4.9% | -5.6% |
| 3M | -33.0% | +15.8% | -48.8% | -38.5% |
| 6M | -35.2% | +18.2% | -53.4% | -41.4% |
| YTD | -40.1% | +37.2% | -77.4% | -50.5% |
| 1Y | -45.6% | +30.4% | -76.0% | -54.0% |
| 3Y | -54.4% | +96.7% | -151.1% | -70.7% |
| 5Y | -68.9% | +67.2% | -136.1% | -78.4% |
| All | -18.4% | +255.3% | -273.8% | -67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling