-45.6%
APTV vs ETR
+21.8%
-67.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -5.0% | -1.8% | -3.2% | -5.1% |
| 30D | -6.1% | -1.8% | -4.3% | -6.1% |
| 3M | -33.0% | -3.6% | -29.4% | -33.1% |
| 6M | -35.2% | +2.6% | -37.9% | -36.2% |
| YTD | -40.1% | +16.0% | -56.2% | -43.6% |
| 1Y | -45.6% | +20.1% | -65.7% | -49.3% |
| All | -45.6% | +21.8% | -67.4% | -49.3% |
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