-20.0%
APTV vs FIVE
+475.1%
-495.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.4% | -4.9% |
| 7D | +2.0% | +3.7% | -1.7% | +0.5% |
| 30D | -7.7% | +4.0% | -11.7% | -9.4% |
| 3M | -34.0% | +36.2% | -70.2% | -41.9% |
| 6M | -37.1% | +18.0% | -55.1% | -42.1% |
| YTD | -39.9% | +34.9% | -74.8% | -47.6% |
| 1Y | -44.4% | +67.9% | -112.3% | -55.9% |
| 3Y | -54.5% | +57.3% | -111.8% | -66.3% |
| 5Y | -69.1% | +39.5% | -108.6% | -76.9% |
| 10Y | -20.0% | +496.4% | -516.4% | -58.5% |
| All | -20.0% | +475.1% | -495.1% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling