-53.1%
APTV vs MAS
+38.6%
-91.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -5.0% | +1.2% | -6.2% | -5.5% |
| 30D | -12.3% | +21.6% | -33.9% | -19.3% |
| 3M | -19.9% | +14.1% | -34.1% | -24.4% |
| 6M | -29.4% | +22.6% | -52.0% | -36.6% |
| YTD | -49.0% | +35.4% | -84.4% | -58.0% |
| 1Y | -53.1% | +37.5% | -90.6% | -62.0% |
| All | -53.1% | +38.6% | -91.7% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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