-54.3%
APTV vs MAGS
+188.2%
-242.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.8% |
| 7D | +4.8% | +0.5% | +4.3% | +4.5% |
| 30D | +2.0% | +1.5% | +0.5% | +1.2% |
| 3M | -34.2% | +0.5% | -34.7% | -34.5% |
| 6M | -34.7% | +11.6% | -46.3% | -38.5% |
| YTD | -37.0% | +5.3% | -42.3% | -38.9% |
| 1Y | -40.4% | +14.9% | -55.3% | -44.9% |
| 3Y | -54.1% | +128.9% | -183.0% | -69.5% |
| All | -54.3% | +188.2% | -242.5% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling