-25.1%
APTV vs FIVE
+596.6%
-621.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.6% | -4.4% | -1.0% |
| 7D | -9.8% | +6.2% | -16.0% | -11.8% |
| 30D | -8.9% | +18.2% | -27.1% | -14.6% |
| 3M | -19.5% | +3.8% | -23.3% | -21.1% |
| 6M | -31.1% | +13.7% | -44.8% | -35.4% |
| YTD | -47.5% | +34.7% | -82.3% | -54.4% |
| 1Y | -52.3% | +66.6% | -118.9% | -61.9% |
| 3Y | -45.2% | +44.3% | -89.5% | -57.8% |
| 5Y | -76.9% | +18.8% | -95.6% | -81.5% |
| 10Y | -25.1% | +569.2% | -594.3% | -61.5% |
| All | -25.1% | +596.6% | -621.7% | -61.5% |
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