+193.5%
APTV vs ETR
+463.5%
-270.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.5% | +3.2% |
| 7D | +4.8% | +1.4% | +3.4% | +4.3% |
| 30D | +2.0% | +1.0% | +1.0% | +1.6% |
| 3M | -34.2% | -1.3% | -33.0% | -34.2% |
| 6M | -34.7% | +1.9% | -36.6% | -35.7% |
| YTD | -37.0% | +18.2% | -55.1% | -41.5% |
| 1Y | -40.4% | +24.7% | -65.1% | -45.9% |
| 3Y | -54.1% | +150.7% | -204.8% | -70.3% |
| 5Y | -68.0% | +127.0% | -195.0% | -78.6% |
| 10Y | -15.5% | +295.5% | -311.0% | -51.7% |
| All | +193.5% | +463.5% | -270.1% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling