-40.4%
APTV vs DRI
+6.9%
-47.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | +4.8% | +0.6% | +4.2% | +4.6% |
| 30D | +2.0% | +3.8% | -1.8% | +0.8% |
| 3M | -34.2% | +13.0% | -47.3% | -36.5% |
| 6M | -34.7% | +8.3% | -43.0% | -36.5% |
| YTD | -37.0% | +20.6% | -57.6% | -41.3% |
| 1Y | -40.4% | +6.5% | -46.9% | -46.6% |
| All | -40.4% | +6.9% | -47.3% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling