-40.4%
APTV vs ETR
+23.8%
-64.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.5% | +3.0% |
| 7D | +4.8% | +1.4% | +3.4% | +4.8% |
| 30D | +2.0% | +1.0% | +1.0% | +2.0% |
| 3M | -34.2% | -1.3% | -33.0% | -34.3% |
| 6M | -34.7% | +1.9% | -36.6% | -35.1% |
| YTD | -37.0% | +18.2% | -55.1% | -40.5% |
| 1Y | -40.4% | +24.7% | -65.1% | -42.9% |
| All | -40.4% | +23.8% | -64.2% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling