-40.4%
APTV vs INDA
-5.0%
-35.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +4.8% | +0.7% | +4.1% | +4.3% |
| 30D | +2.0% | -0.8% | +2.8% | +2.5% |
| 3M | -34.2% | +3.9% | -38.2% | -35.9% |
| 6M | -34.7% | -0.7% | -33.9% | -35.9% |
| YTD | -37.0% | -7.7% | -29.3% | -37.8% |
| 1Y | -40.4% | -5.1% | -35.3% | -41.6% |
| All | -40.4% | -5.0% | -35.4% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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