+172.4%
APTV vs ITOT
+670.8%
-498.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -1.9% |
| 7D | -1.2% | -0.4% | -0.8% | -0.6% |
| 30D | -10.6% | -1.6% | -9.1% | -8.6% |
| 3M | -35.0% | +3.5% | -38.5% | -38.3% |
| 6M | -38.9% | +13.1% | -52.0% | -48.6% |
| YTD | -41.5% | +12.7% | -54.2% | -50.5% |
| 1Y | -45.8% | +18.3% | -64.1% | -57.1% |
| 3Y | -55.7% | +76.4% | -132.1% | -79.9% |
| 5Y | -70.1% | +73.8% | -143.9% | -85.7% |
| 10Y | -19.1% | +301.2% | -320.3% | -86.3% |
| All | +172.4% | +670.8% | -498.4% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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