-52.1%
APTV vs M
+26.3%
-78.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -4.3% | +5.0% | -9.3% | -5.8% |
| 30D | -9.7% | +10.6% | -20.3% | -12.6% |
| 3M | -20.6% | +1.6% | -22.1% | -21.0% |
| 6M | -31.7% | +30.8% | -62.5% | -38.8% |
| YTD | -48.0% | +16.9% | -64.9% | -51.4% |
| 1Y | -52.1% | +26.3% | -78.3% | -56.8% |
| All | -52.1% | +26.3% | -78.4% | -56.8% |
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