-54.5%
APTV vs EMB
+30.2%
-84.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.4% |
| 7D | +2.0% | +0.3% | +1.7% | +1.4% |
| 30D | -7.7% | -0.5% | -7.2% | -6.8% |
| 3M | -34.0% | +0.3% | -34.3% | -34.4% |
| 6M | -37.1% | +1.2% | -38.3% | -38.4% |
| YTD | -39.9% | +1.5% | -41.4% | -41.4% |
| 1Y | -44.4% | +4.8% | -49.2% | -49.1% |
| 3Y | -54.5% | +30.4% | -84.8% | -68.2% |
| All | -54.5% | +30.2% | -84.6% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 3y: compounded portfolio wealth divided by compounded EMB 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…
3y analysis · Full analysis span regression · 6 months rolling