-29.8%
APTV vs DOC
+15.7%
-45.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.1% | -3.8% |
| 7D | -10.2% | +6.5% | -16.7% | -13.0% |
| 30D | -10.8% | +9.2% | -20.0% | -14.8% |
| 3M | -14.8% | -2.5% | -12.3% | -14.0% |
| 6M | -30.6% | +7.1% | -37.6% | -33.6% |
| YTD | -48.2% | +33.0% | -81.2% | -56.5% |
| 1Y | -52.0% | +23.3% | -75.2% | -58.1% |
| 3Y | -47.0% | +44.9% | -92.0% | -58.4% |
| 5Y | -77.5% | -21.6% | -55.9% | -75.4% |
| All | -29.8% | +15.7% | -45.5% | -35.1% |
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