-28.3%
APTV vs M
-7.1%
-21.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | -1.7% | +7.0% | -8.8% | -3.7% |
| 30D | -11.6% | +8.9% | -20.5% | -13.8% |
| 3M | -21.2% | +4.5% | -25.7% | -22.5% |
| 6M | -28.5% | +36.2% | -64.7% | -35.3% |
| YTD | -49.1% | +15.1% | -64.2% | -51.8% |
| 1Y | -52.2% | +27.4% | -79.6% | -56.1% |
| 3Y | -48.6% | +160.1% | -208.8% | -63.7% |
| 5Y | -77.3% | -1.6% | -75.7% | -80.0% |
| All | -28.3% | -7.1% | -21.2% | -47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling