+137.5%
APTV vs DRI
+775.2%
-637.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.3% |
| 7D | -5.0% | -0.3% | -4.7% | -4.8% |
| 30D | -12.3% | +10.8% | -23.2% | -16.8% |
| 3M | -19.9% | +0.9% | -20.9% | -20.5% |
| 6M | -29.4% | +16.3% | -45.7% | -35.1% |
| YTD | -49.0% | +27.8% | -76.8% | -55.7% |
| 1Y | -53.1% | +33.9% | -86.9% | -60.3% |
| 3Y | -48.9% | +67.2% | -116.1% | -62.6% |
| 5Y | -77.2% | +79.0% | -156.2% | -83.9% |
| 10Y | -26.8% | +332.2% | -358.9% | -69.6% |
| All | +137.5% | +775.2% | -637.7% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling