-57.6%
APTV vs MAGS
+187.7%
-245.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.9% |
| 7D | -1.2% | +0.8% | -2.0% | -1.6% |
| 30D | -10.6% | +0.4% | -11.0% | -10.8% |
| 3M | -35.0% | +5.6% | -40.6% | -36.9% |
| 6M | -38.9% | +12.3% | -51.2% | -42.7% |
| YTD | -41.5% | +5.1% | -46.6% | -43.3% |
| 1Y | -45.8% | +14.0% | -59.8% | -49.7% |
| 3Y | -55.7% | +129.4% | -185.1% | -70.6% |
| All | -57.6% | +187.7% | -245.3% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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