+130.1%
APTV vs FIVE
+868.1%
-738.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.1% | -2.0% | +1.4% |
| 7D | +4.8% | +4.3% | +0.5% | +3.3% |
| 30D | +2.0% | +12.5% | -10.5% | -2.1% |
| 3M | -34.2% | +31.2% | -65.5% | -40.3% |
| 6M | -34.7% | +14.4% | -49.0% | -38.4% |
| YTD | -37.0% | +33.9% | -70.9% | -43.8% |
| 1Y | -40.4% | +65.1% | -105.5% | -50.7% |
| 3Y | -54.1% | +49.0% | -103.1% | -63.8% |
| 5Y | -68.0% | +30.3% | -98.3% | -74.4% |
| 10Y | -15.5% | +481.1% | -496.6% | -53.3% |
| All | +130.1% | +868.1% | -738.0% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling