-68.8%
APTV vs EFX
-37.1%
-31.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -1.8% | -11.1% | +9.3% | +3.4% |
| 30D | -7.9% | -7.4% | -0.5% | -5.1% |
| 3M | -29.9% | +1.5% | -31.4% | -31.6% |
| 6M | -36.6% | -13.7% | -22.9% | -33.4% |
| YTD | -40.0% | -21.9% | -18.1% | -34.5% |
| 1Y | -44.0% | -30.8% | -13.2% | -35.3% |
| 3Y | -54.5% | -12.4% | -42.2% | -56.5% |
| 5Y | -68.8% | -35.9% | -32.9% | -65.1% |
| All | -68.8% | -37.1% | -31.7% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling