+193.5%
APTV vs IT
+391.1%
-197.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.6% | +7.7% | +5.0% |
| 7D | +4.8% | -6.0% | +10.8% | +7.4% |
| 30D | +2.0% | 0.0% | +2.0% | +1.5% |
| 3M | -34.2% | +13.1% | -47.3% | -41.0% |
| 6M | -34.7% | +11.7% | -46.4% | -42.3% |
| YTD | -37.0% | -26.1% | -10.9% | -32.6% |
| 1Y | -40.4% | -21.3% | -19.1% | -39.2% |
| 3Y | -54.1% | -46.7% | -7.4% | -45.3% |
| 5Y | -68.0% | -40.5% | -27.5% | -64.9% |
| 10Y | -15.5% | +103.9% | -119.4% | -57.8% |
| All | +193.5% | +391.1% | -197.6% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling