+193.5%
APTV vs EMB
+72.5%
+120.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.0% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | +2.0% | -0.3% | +2.3% | +2.6% |
| 3M | -34.2% | -0.4% | -33.8% | -33.7% |
| 6M | -34.7% | +0.1% | -34.8% | -34.6% |
| YTD | -37.0% | +1.6% | -38.6% | -38.6% |
| 1Y | -40.4% | +5.6% | -46.0% | -45.9% |
| 3Y | -54.1% | +29.8% | -83.9% | -71.1% |
| 5Y | -68.0% | +7.3% | -75.3% | -70.7% |
| 10Y | -15.5% | +30.4% | -46.0% | -41.4% |
| All | +193.5% | +72.5% | +120.9% | +47.9% |
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