-18.4%
APTV vs EFX
+42.6%
-61.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -5.0% | -4.5% | -0.5% | -2.9% |
| 30D | -6.1% | -6.1% | 0.0% | -3.7% |
| 3M | -33.0% | +6.2% | -39.2% | -35.9% |
| 6M | -35.2% | -11.2% | -24.0% | -33.0% |
| YTD | -40.1% | -21.4% | -18.7% | -35.1% |
| 1Y | -45.6% | -34.3% | -11.3% | -35.7% |
| 3Y | -54.4% | -12.5% | -41.8% | -55.3% |
| 5Y | -68.9% | -35.6% | -33.3% | -65.4% |
| All | -18.4% | +42.6% | -61.0% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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