-77.5%
APTV vs DRI
+78.6%
-156.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.4% |
| 7D | -1.7% | +1.1% | -2.8% | -2.4% |
| 30D | -11.6% | +9.7% | -21.3% | -16.2% |
| 3M | -21.2% | +3.2% | -24.4% | -22.8% |
| 6M | -28.5% | +20.6% | -49.1% | -36.7% |
| YTD | -49.1% | +28.3% | -77.3% | -57.2% |
| 1Y | -52.2% | +34.5% | -86.7% | -61.1% |
| 3Y | -48.6% | +66.5% | -115.2% | -66.3% |
| All | -77.5% | +78.6% | -156.1% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling