-28.3%
APTV vs EAT
+320.8%
-349.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.3% |
| 7D | -1.7% | -4.0% | +2.2% | -0.5% |
| 30D | -11.6% | -2.9% | -8.7% | -11.0% |
| 3M | -21.2% | -16.9% | -4.3% | -16.8% |
| 6M | -28.5% | +57.0% | -85.5% | -39.5% |
| YTD | -49.1% | +38.2% | -87.3% | -55.8% |
| 1Y | -52.2% | +69.3% | -121.5% | -61.5% |
| 3Y | -48.6% | +483.0% | -531.6% | -75.6% |
| 5Y | -77.3% | +364.1% | -441.4% | -88.8% |
| All | -28.3% | +320.8% | -349.1% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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