-69.1%
APTV vs M
+24.8%
-93.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -2.0% | -3.8% |
| 7D | +2.0% | +2.4% | -0.4% | +1.2% |
| 30D | -7.7% | -11.6% | +3.9% | -3.9% |
| 3M | -34.0% | +1.6% | -35.6% | -34.6% |
| 6M | -37.1% | +25.2% | -62.3% | -42.1% |
| YTD | -39.9% | +3.8% | -43.7% | -41.4% |
| 1Y | -44.4% | +36.3% | -80.8% | -50.6% |
| 3Y | -54.5% | +116.3% | -170.8% | -68.2% |
| 5Y | -69.1% | +28.2% | -97.3% | -74.8% |
| All | -69.1% | +24.8% | -93.9% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling