+179.9%
APTV vs ET
+573.9%
-394.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.7% | -4.6% |
| 7D | +2.0% | +0.4% | +1.5% | +1.8% |
| 30D | -7.7% | +6.9% | -14.6% | -9.5% |
| 3M | -34.0% | +13.1% | -47.1% | -36.5% |
| 6M | -37.1% | +18.7% | -55.8% | -40.5% |
| YTD | -39.9% | +37.4% | -77.3% | -45.5% |
| 1Y | -44.4% | +34.8% | -79.3% | -49.4% |
| 3Y | -54.5% | +96.8% | -151.3% | -63.0% |
| 5Y | -69.1% | +238.2% | -307.3% | -78.4% |
| 10Y | -20.0% | +159.4% | -179.4% | -45.6% |
| All | +179.9% | +573.9% | -394.0% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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