+179.9%
APTV vs EME
+3,362.1%
-3,182.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.5% | -7.1% | -5.9% |
| 7D | +2.0% | +5.2% | -3.2% | -0.7% |
| 30D | -7.7% | -5.4% | -2.4% | -5.4% |
| 3M | -34.0% | -6.1% | -27.9% | -33.2% |
| 6M | -37.1% | +9.7% | -46.8% | -41.9% |
| YTD | -39.9% | +26.6% | -66.5% | -49.2% |
| 1Y | -44.4% | +24.6% | -69.1% | -53.6% |
| 3Y | -54.5% | +249.6% | -304.1% | -81.6% |
| 5Y | -69.1% | +556.6% | -625.7% | -91.8% |
| 10Y | -20.0% | +1,286.6% | -1,306.6% | -86.9% |
| All | +179.9% | +3,362.1% | -3,182.3% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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