+172.4%
APTV vs DGX
+468.3%
-295.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -1.2% | -2.2% | +1.1% | 0.0% |
| 30D | -10.6% | -0.9% | -9.7% | -10.3% |
| 3M | -35.0% | +15.6% | -50.6% | -40.1% |
| 6M | -38.9% | +17.8% | -56.7% | -44.5% |
| YTD | -41.5% | +37.5% | -79.0% | -51.4% |
| 1Y | -45.8% | +31.2% | -77.0% | -54.1% |
| 3Y | -55.7% | +96.6% | -152.3% | -70.9% |
| 5Y | -70.1% | +64.9% | -135.0% | -78.6% |
| 10Y | -19.1% | +254.6% | -273.7% | -63.8% |
| All | +172.4% | +468.3% | -295.8% | -2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling