-75.6%
APTV vs DOC
-22.8%
-52.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.5% | +3.2% |
| 7D | -1.9% | +8.7% | -10.6% | -5.6% |
| 30D | -1.4% | +7.6% | -9.1% | -4.9% |
| 3M | -9.3% | -5.3% | -4.1% | -7.3% |
| 6M | -27.3% | +27.6% | -54.9% | -36.8% |
| YTD | -43.1% | +32.4% | -75.6% | -52.0% |
| 1Y | -46.5% | +22.9% | -69.4% | -52.9% |
| 3Y | -44.2% | +43.1% | -87.3% | -56.2% |
| 5Y | -75.6% | -21.4% | -54.2% | -70.7% |
| All | -75.6% | -22.8% | -52.8% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling