-54.5%
APTV vs EOSE
-58.6%
+4.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -2.4% |
| 7D | -1.2% | +15.0% | -16.1% | -2.4% |
| 30D | -10.6% | +2.5% | -13.1% | -11.1% |
| 3M | -35.0% | -33.7% | -1.3% | -33.6% |
| 6M | -38.9% | -32.7% | -6.2% | -38.5% |
| YTD | -41.5% | -63.8% | +22.3% | -39.1% |
| 1Y | -45.8% | -40.5% | -5.3% | -46.8% |
| 3Y | -55.7% | +50.4% | -106.1% | -63.7% |
| 5Y | -70.1% | -68.6% | -1.6% | -76.1% |
| All | -54.5% | -58.6% | +4.1% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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