+179.9%
APTV vs IVZ
+196.4%
-16.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -3.4% |
| 7D | +2.0% | +1.1% | +0.9% | +1.4% |
| 30D | -7.7% | +3.1% | -10.8% | -9.2% |
| 3M | -34.0% | +18.2% | -52.2% | -40.4% |
| 6M | -37.1% | +38.6% | -75.7% | -48.4% |
| YTD | -39.9% | +25.9% | -65.8% | -48.2% |
| 1Y | -44.4% | +51.7% | -96.1% | -57.1% |
| 3Y | -54.5% | +138.7% | -193.1% | -73.9% |
| 5Y | -69.1% | +62.8% | -131.9% | -78.4% |
| 10Y | -20.0% | +60.9% | -80.9% | -48.4% |
| All | +179.9% | +196.4% | -16.5% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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