-18.4%
APTV vs DTE
+137.8%
-156.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.5% |
| 7D | -5.0% | -2.6% | -2.5% | -3.6% |
| 30D | -6.1% | -4.4% | -1.7% | -3.6% |
| 3M | -33.0% | -8.3% | -24.7% | -29.7% |
| 6M | -35.2% | -8.1% | -27.2% | -32.4% |
| YTD | -40.1% | +4.4% | -44.6% | -42.5% |
| 1Y | -45.6% | +0.2% | -45.8% | -46.4% |
| 3Y | -54.4% | +42.6% | -97.0% | -65.2% |
| 5Y | -68.9% | +31.5% | -100.4% | -75.4% |
| All | -18.4% | +137.8% | -156.2% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling