-69.6%
APTV vs ETR
+126.1%
-195.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.5% |
| 7D | -1.2% | +0.4% | -1.5% | -1.2% |
| 30D | -10.6% | +2.0% | -12.7% | -11.0% |
| 3M | -35.0% | -1.7% | -33.3% | -34.9% |
| 6M | -38.9% | +3.6% | -42.5% | -39.7% |
| YTD | -41.5% | +18.0% | -59.6% | -43.9% |
| 1Y | -45.8% | +26.2% | -72.0% | -48.7% |
| 3Y | -55.7% | +148.0% | -203.7% | -67.2% |
| All | -69.6% | +126.1% | -195.7% | -77.0% |
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