-28.2%
APTV vs FIVE
+505.3%
-533.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.0% |
| 7D | -5.0% | +2.4% | -7.4% | -5.9% |
| 30D | -12.3% | +15.8% | -28.2% | -17.2% |
| 3M | -19.9% | +3.8% | -23.7% | -21.5% |
| 6M | -29.4% | +18.5% | -47.9% | -34.9% |
| YTD | -49.0% | +31.2% | -80.2% | -55.2% |
| 1Y | -53.1% | +61.8% | -114.9% | -62.1% |
| 3Y | -48.9% | +39.9% | -88.8% | -60.2% |
| 5Y | -77.2% | +18.3% | -95.5% | -81.8% |
| All | -28.2% | +505.3% | -533.6% | -63.0% |
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