-77.5%
APTV vs ETR
+157.6%
-235.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -1.7% | +1.2% | -2.9% | -2.0% |
| 30D | -11.6% | +7.0% | -18.6% | -12.7% |
| 3M | -21.2% | +4.6% | -25.8% | -21.9% |
| 6M | -28.5% | +0.1% | -28.6% | -28.7% |
| YTD | -49.1% | +23.2% | -72.3% | -51.6% |
| 1Y | -52.2% | +20.6% | -72.8% | -54.4% |
| 3Y | -48.6% | +156.3% | -204.9% | -62.8% |
| All | -77.5% | +157.6% | -235.1% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling