-52.4%
APTV vs FIVE
+65.4%
-117.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -8.9% | -0.5% | -8.4% | -8.8% |
| 30D | -9.5% | +17.4% | -26.9% | -13.1% |
| 3M | -20.6% | +7.0% | -27.6% | -22.2% |
| 6M | -28.9% | +20.5% | -49.3% | -33.0% |
| YTD | -48.2% | +33.1% | -81.3% | -53.3% |
| All | -52.4% | +65.4% | -117.8% | -61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling