+179.9%
APTV vs EFX
+464.8%
-284.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.1% | -1.6% | -3.1% |
| 7D | +2.0% | -7.8% | +9.8% | +5.9% |
| 30D | -7.7% | -5.7% | -2.0% | -5.4% |
| 3M | -34.0% | +2.5% | -36.5% | -36.0% |
| 6M | -37.1% | -16.7% | -20.4% | -32.7% |
| YTD | -39.9% | -20.2% | -19.7% | -35.0% |
| 1Y | -44.4% | -31.4% | -13.1% | -35.3% |
| 3Y | -54.5% | -10.5% | -44.0% | -56.1% |
| 5Y | -69.1% | -35.2% | -33.9% | -65.3% |
| 10Y | -20.0% | +40.2% | -60.2% | -43.1% |
| All | +179.9% | +464.8% | -284.9% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling