-68.2%
APTV vs DOC
-24.5%
-43.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.9% |
| 7D | +4.8% | -1.5% | +6.3% | +5.5% |
| 30D | +2.0% | -4.8% | +6.8% | +4.2% |
| 3M | -34.2% | +6.9% | -41.1% | -36.6% |
| 6M | -34.7% | +20.7% | -55.4% | -41.3% |
| YTD | -37.0% | +34.1% | -71.1% | -46.9% |
| 1Y | -40.4% | +22.6% | -63.0% | -47.4% |
| 3Y | -54.1% | +20.8% | -74.9% | -59.2% |
| All | -68.2% | -24.5% | -43.6% | -62.5% |
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