-15.9%
APTV vs DOC
-2.1%
-13.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +4.0% |
| 7D | +4.8% | -1.5% | +6.3% | +5.6% |
| 30D | +2.0% | -4.8% | +6.8% | +4.4% |
| 3M | -34.2% | +6.9% | -41.1% | -36.7% |
| 6M | -34.7% | +20.7% | -55.4% | -41.7% |
| YTD | -37.0% | +34.1% | -71.1% | -47.1% |
| 1Y | -40.4% | +22.6% | -63.0% | -47.7% |
| 3Y | -54.1% | +20.8% | -74.9% | -60.2% |
| 5Y | -68.0% | -24.9% | -43.2% | -64.4% |
| All | -15.9% | -2.1% | -13.8% | -16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling