+150.0%
APTV vs MAS
+1,158.1%
-1,008.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.4% | -2.1% | -3.7% |
| 7D | -8.1% | +4.6% | -12.6% | -10.2% |
| 30D | -8.7% | +19.9% | -28.5% | -17.4% |
| 3M | -13.1% | +8.9% | -22.0% | -17.2% |
| 6M | -25.5% | +20.2% | -45.7% | -33.6% |
| YTD | -46.3% | +33.9% | -80.2% | -55.5% |
| 1Y | -51.1% | +34.7% | -85.8% | -59.7% |
| 3Y | -47.3% | +60.4% | -107.7% | -60.9% |
| 5Y | -76.7% | +43.5% | -120.1% | -81.7% |
| 10Y | -24.4% | +226.7% | -251.0% | -58.6% |
| All | +150.0% | +1,158.1% | -1,008.1% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling