-40.4%
APTV vs IT
-24.5%
-15.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.6% | +7.7% | +2.7% |
| 7D | +4.8% | -6.0% | +10.8% | +4.3% |
| 30D | +2.0% | 0.0% | +2.0% | +2.0% |
| 3M | -34.2% | +13.1% | -47.3% | -31.9% |
| 6M | -34.7% | +11.7% | -46.4% | -32.3% |
| YTD | -37.0% | -26.1% | -10.9% | -31.1% |
| 1Y | -40.4% | -21.3% | -19.1% | -35.7% |
| All | -40.4% | -24.5% | -15.9% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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