-77.5%
APTV vs INDA
+8.7%
-86.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | 0.0% |
| 7D | -1.7% | +1.1% | -2.8% | -2.8% |
| 30D | -11.6% | +9.4% | -21.0% | -19.3% |
| 3M | -21.2% | +2.9% | -24.1% | -23.5% |
| 6M | -28.5% | +7.2% | -35.8% | -33.6% |
| YTD | -49.1% | -4.8% | -44.3% | -46.6% |
| 1Y | -52.2% | -5.1% | -47.1% | -49.8% |
| 3Y | -48.6% | +16.7% | -65.3% | -60.4% |
| All | -77.5% | +8.7% | -86.2% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling