-68.8%
APTV vs MDY
+43.9%
-112.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.9% |
| 7D | -1.8% | -2.5% | +0.7% | +1.7% |
| 30D | -7.9% | -5.0% | -2.9% | -1.2% |
| 3M | -29.9% | +0.5% | -30.4% | -30.5% |
| 6M | -36.6% | +8.0% | -44.6% | -42.9% |
| YTD | -40.0% | +12.2% | -52.1% | -48.6% |
| 1Y | -44.0% | +14.0% | -58.0% | -53.1% |
| 3Y | -54.5% | +48.2% | -102.7% | -73.9% |
| 5Y | -68.8% | +46.1% | -114.9% | -81.6% |
| All | -68.8% | +43.9% | -112.7% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling