-45.8%
APTV vs DRI
+3.0%
-48.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.0% | -2.2% |
| 7D | -1.2% | -4.8% | +3.7% | +0.3% |
| 30D | -10.6% | -3.9% | -6.7% | -9.6% |
| 3M | -35.0% | +5.1% | -40.1% | -35.9% |
| 6M | -38.9% | +5.5% | -44.4% | -40.1% |
| YTD | -41.5% | +16.5% | -58.0% | -44.9% |
| 1Y | -45.8% | +2.0% | -47.8% | -51.1% |
| All | -45.8% | +3.0% | -48.9% | -51.1% |
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