-40.4%
APTV vs DOC
+23.9%
-64.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.3% |
| 7D | +4.8% | -1.5% | +6.3% | +5.0% |
| 30D | +2.0% | -4.8% | +6.8% | +2.7% |
| 3M | -34.2% | +6.9% | -41.1% | -34.9% |
| 6M | -34.7% | +20.7% | -55.4% | -37.0% |
| YTD | -37.0% | +34.1% | -71.1% | -41.4% |
| 1Y | -40.4% | +22.6% | -63.0% | -43.5% |
| All | -40.4% | +23.9% | -64.3% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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