+193.5%
APTV vs ES
+245.9%
-52.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.5% |
| 3M | -34.2% | +1.7% | -35.9% | -34.8% |
| 6M | -34.7% | -3.5% | -31.1% | -34.3% |
| YTD | -37.0% | +7.9% | -44.9% | -38.8% |
| 1Y | -40.4% | +17.2% | -57.6% | -43.7% |
| 3Y | -54.1% | +29.3% | -83.4% | -58.5% |
| 5Y | -68.0% | -5.7% | -62.3% | -68.5% |
| 10Y | -15.5% | +85.2% | -100.7% | -30.4% |
| All | +193.5% | +245.9% | -52.4% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling