-47.0%
APTV vs FIVE
+34.8%
-81.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -10.2% | -0.3% | -9.9% | -10.1% |
| 30D | -10.8% | +17.7% | -28.5% | -14.3% |
| 3M | -14.8% | +4.0% | -18.8% | -15.9% |
| 6M | -30.6% | +2.6% | -33.2% | -31.6% |
| YTD | -48.2% | +27.6% | -75.7% | -51.8% |
| 1Y | -52.0% | +59.9% | -111.9% | -57.8% |
| 3Y | -47.0% | +35.8% | -82.8% | -57.0% |
| All | -47.0% | +34.8% | -81.9% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling