-16.9%
APTV vs M
-3.0%
-13.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -2.0% | -3.9% |
| 7D | +2.0% | +2.4% | -0.4% | +1.3% |
| 30D | -7.7% | -11.6% | +3.9% | -4.4% |
| 3M | -34.0% | +1.6% | -35.6% | -34.6% |
| 6M | -37.1% | +25.2% | -62.3% | -41.5% |
| YTD | -39.9% | +3.8% | -43.7% | -41.1% |
| 1Y | -44.4% | +36.3% | -80.8% | -49.8% |
| 3Y | -54.5% | +116.3% | -170.8% | -66.1% |
| 5Y | -69.1% | +28.2% | -97.3% | -74.6% |
| All | -16.9% | -3.0% | -13.8% | -41.1% |
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