-45.6%
APTV vs EAT
+37.8%
-83.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -5.0% | -7.7% | +2.7% | -3.7% |
| 30D | -6.1% | -13.6% | +7.5% | -3.8% |
| 3M | -33.0% | +33.9% | -66.9% | -36.4% |
| 6M | -35.2% | +47.2% | -82.4% | -40.0% |
| YTD | -40.1% | +48.1% | -88.2% | -44.3% |
| 1Y | -45.6% | +33.7% | -79.3% | -51.3% |
| All | -45.6% | +37.8% | -83.4% | -51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling