-34.7%
APTV vs FIVE
+12.1%
-46.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.1% | -2.0% | +1.8% |
| 7D | +4.8% | +4.3% | +0.5% | +3.7% |
| 30D | +2.0% | +12.5% | -10.5% | -1.0% |
| 3M | -34.2% | +31.2% | -65.5% | -38.8% |
| 6M | -34.7% | +14.4% | -49.0% | -36.6% |
| All | -34.7% | +12.1% | -46.8% | -36.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling