-40.4%
APTV vs M
+46.1%
-86.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.2% |
| 7D | +4.8% | +4.7% | +0.1% | +3.2% |
| 30D | +2.0% | -9.6% | +11.6% | +5.5% |
| 3M | -34.2% | +0.9% | -35.1% | -34.7% |
| 6M | -34.7% | +22.3% | -56.9% | -40.2% |
| YTD | -37.0% | +6.5% | -43.5% | -39.3% |
| 1Y | -40.4% | +38.8% | -79.2% | -47.9% |
| All | -40.4% | +46.1% | -86.5% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling