+137.2%
APTV vs EMB
+68.0%
+69.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | +0.3% |
| 7D | -1.7% | -0.9% | -0.8% | -0.1% |
| 30D | -11.6% | +0.4% | -11.9% | -12.0% |
| 3M | -21.2% | -3.1% | -18.1% | -16.3% |
| 6M | -28.5% | -2.1% | -26.5% | -25.5% |
| YTD | -49.1% | -1.1% | -48.0% | -47.8% |
| 1Y | -52.2% | -0.1% | -52.1% | -51.9% |
| 3Y | -48.6% | +29.6% | -78.2% | -67.4% |
| 5Y | -77.3% | +7.2% | -84.5% | -79.1% |
| 10Y | -26.9% | +35.5% | -62.3% | -50.0% |
| All | +137.2% | +68.0% | +69.2% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling