-45.1%
APTV vs DOC
+43.2%
-88.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.3% | -5.5% |
| 7D | -8.1% | +6.2% | -14.3% | -10.0% |
| 30D | -8.7% | +6.5% | -15.1% | -10.8% |
| 3M | -13.1% | -6.2% | -6.9% | -11.2% |
| 6M | -25.5% | +25.6% | -51.1% | -32.8% |
| YTD | -46.3% | +32.1% | -78.4% | -53.3% |
| 1Y | -51.1% | +20.3% | -71.4% | -55.4% |
| All | -45.1% | +43.2% | -88.3% | -54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling