-76.7%
APTV vs MAS
+41.7%
-118.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.4% | -2.1% | -3.3% |
| 7D | -8.1% | +4.6% | -12.6% | -10.6% |
| 30D | -8.7% | +19.9% | -28.5% | -19.0% |
| 3M | -13.1% | +8.9% | -22.0% | -18.0% |
| 6M | -25.5% | +20.2% | -45.7% | -35.4% |
| YTD | -46.3% | +33.9% | -80.2% | -57.7% |
| 1Y | -51.1% | +34.7% | -85.8% | -61.7% |
| 3Y | -47.3% | +60.4% | -107.7% | -65.3% |
| 5Y | -76.7% | +43.5% | -120.1% | -83.1% |
| All | -76.7% | +41.7% | -118.3% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling