-76.7%
APTV vs DOC
-22.1%
-54.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.3% | -5.5% |
| 7D | -8.1% | +6.2% | -14.3% | -10.6% |
| 30D | -8.7% | +6.5% | -15.1% | -11.4% |
| 3M | -13.1% | -6.2% | -6.9% | -10.7% |
| 6M | -25.5% | +25.6% | -51.1% | -34.6% |
| YTD | -46.3% | +32.1% | -78.4% | -54.6% |
| 1Y | -51.1% | +20.3% | -71.4% | -56.5% |
| 3Y | -47.3% | +42.7% | -90.0% | -58.6% |
| 5Y | -76.7% | -22.2% | -54.5% | -71.8% |
| All | -76.7% | -22.1% | -54.6% | -71.8% |
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