+144.3%
APTV vs M
+41.3%
+103.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.1% | -6.9% | -1.2% |
| 7D | -9.8% | +2.5% | -12.3% | -10.4% |
| 30D | -8.9% | +10.1% | -18.9% | -11.5% |
| 3M | -19.5% | -0.9% | -18.5% | -19.6% |
| 6M | -31.1% | +30.2% | -61.3% | -36.9% |
| YTD | -47.5% | +16.3% | -63.8% | -50.5% |
| 1Y | -52.3% | +27.0% | -79.3% | -56.2% |
| 3Y | -45.2% | +154.5% | -199.7% | -61.3% |
| 5Y | -76.9% | -1.1% | -75.8% | -79.6% |
| 10Y | -25.1% | +0.5% | -25.6% | -47.2% |
| All | +144.3% | +41.3% | +103.0% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling