-68.8%
APTV vs IT
-46.1%
-22.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.1% | +2.5% |
| 7D | -1.8% | -12.7% | +10.9% | +1.7% |
| 30D | -7.9% | -8.9% | +1.0% | -5.9% |
| 3M | -29.9% | +10.1% | -40.1% | -33.8% |
| 6M | -36.6% | +7.3% | -43.9% | -40.5% |
| YTD | -40.0% | -32.4% | -7.6% | -32.2% |
| 1Y | -44.0% | -26.6% | -17.4% | -39.9% |
| 3Y | -54.5% | -51.8% | -2.7% | -43.4% |
| 5Y | -68.8% | -45.6% | -23.2% | -67.2% |
| All | -68.8% | -46.1% | -22.7% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling