-54.4%
APTV vs MDY
+48.5%
-102.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.3% |
| 7D | -5.0% | -1.9% | -3.2% | -2.8% |
| 30D | -6.1% | -4.6% | -1.4% | -0.4% |
| 3M | -33.0% | -1.2% | -31.8% | -32.1% |
| 6M | -35.2% | +9.2% | -44.4% | -41.7% |
| YTD | -40.1% | +13.1% | -53.2% | -48.3% |
| 1Y | -45.6% | +13.0% | -58.6% | -53.0% |
| 3Y | -54.4% | +49.2% | -103.6% | -70.4% |
| All | -54.4% | +48.5% | -102.8% | -70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling