+137.2%
APTV vs EFX
+519.1%
-381.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -1.7% | -0.8% | -1.0% | -1.4% |
| 30D | -11.6% | +25.1% | -36.7% | -21.3% |
| 3M | -21.2% | +1.7% | -22.9% | -22.7% |
| 6M | -28.5% | +18.4% | -46.9% | -36.1% |
| YTD | -49.1% | -12.5% | -36.6% | -47.8% |
| 1Y | -52.2% | -8.1% | -44.1% | -52.2% |
| 3Y | -48.6% | +4.8% | -53.4% | -54.4% |
| 5Y | -77.3% | -30.1% | -47.1% | -75.5% |
| 10Y | -26.9% | +81.5% | -108.3% | -55.7% |
| All | +137.2% | +519.1% | -381.9% | -28.9% |
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