-54.2%
APTV vs IT
-51.9%
-2.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.1% | +2.6% |
| 7D | -1.8% | -12.7% | +10.9% | -0.8% |
| 30D | -7.9% | -8.9% | +1.0% | -7.3% |
| 3M | -29.9% | +10.1% | -40.1% | -30.8% |
| 6M | -36.6% | +7.3% | -43.9% | -37.5% |
| YTD | -40.0% | -32.4% | -7.6% | -34.3% |
| 1Y | -44.0% | -26.6% | -17.4% | -40.5% |
| All | -54.2% | -51.9% | -2.3% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling