-54.4%
APTV vs GNRC
+61.6%
-116.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.3% | -1.1% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | -6.1% | -15.7% | +9.7% | -1.9% |
| 3M | -33.0% | -27.3% | -5.7% | -27.5% |
| 6M | -35.2% | -12.1% | -23.2% | -34.0% |
| YTD | -40.1% | +37.1% | -77.3% | -47.5% |
| 1Y | -45.6% | -0.5% | -45.1% | -47.6% |
| 3Y | -54.4% | +61.5% | -115.9% | -60.6% |
| All | -54.4% | +61.6% | -116.0% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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