-68.2%
APTV vs ES
-5.6%
-62.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.6% | +3.2% |
| 7D | +4.8% | +0.3% | +4.5% | +4.7% |
| 30D | +2.0% | -2.0% | +4.0% | +2.6% |
| 3M | -34.2% | +1.7% | -35.9% | -34.9% |
| 6M | -34.7% | -3.5% | -31.1% | -34.2% |
| YTD | -37.0% | +7.9% | -44.9% | -39.2% |
| 1Y | -40.4% | +17.2% | -57.6% | -44.5% |
| 3Y | -54.1% | +29.3% | -83.4% | -59.7% |
| All | -68.2% | -5.6% | -62.5% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 5y: compounded portfolio wealth divided by compounded ES 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…
5y analysis · Full analysis span regression · 6 months rolling