-70.1%
APTV vs EAT
+310.8%
-380.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.6% | -1.7% |
| 7D | -1.2% | -6.8% | +5.6% | +1.1% |
| 30D | -10.6% | -5.4% | -5.3% | -9.5% |
| 3M | -35.0% | +42.8% | -77.8% | -42.4% |
| 6M | -38.9% | +56.5% | -95.4% | -48.2% |
| YTD | -41.5% | +50.0% | -91.5% | -49.9% |
| 1Y | -45.8% | +38.3% | -84.1% | -52.8% |
| 3Y | -55.7% | +591.6% | -647.4% | -81.7% |
| 5Y | -70.1% | +312.6% | -382.7% | -86.9% |
| All | -70.1% | +310.8% | -380.9% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling