-46.5%
APTV vs ED
+27.1%
-73.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.7% | +5.6% |
| 7D | -1.9% | +5.4% | -7.2% | 0.0% |
| 30D | -1.4% | +16.4% | -17.8% | +5.2% |
| 3M | -9.3% | +11.9% | -21.2% | -5.2% |
| 6M | -27.3% | +11.6% | -38.9% | -23.6% |
| YTD | -43.1% | +24.1% | -67.3% | -36.5% |
| 1Y | -46.5% | +26.9% | -73.4% | -39.4% |
| All | -46.5% | +27.1% | -73.6% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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