-46.5%
APTV vs MDY
+17.5%
-64.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +3.9% |
| 7D | -1.9% | +1.7% | -3.6% | -4.0% |
| 30D | -1.4% | +1.2% | -2.6% | -3.0% |
| 3M | -9.3% | -3.5% | -5.9% | -5.0% |
| 6M | -27.3% | +3.5% | -30.9% | -30.6% |
| YTD | -43.1% | +13.6% | -56.7% | -52.3% |
| 1Y | -46.5% | +17.1% | -63.5% | -57.3% |
| All | -46.5% | +17.5% | -64.0% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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