-46.5%
APTV vs MKC
-18.2%
-28.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.4% | -0.8% | +4.1% |
| 7D | -1.9% | +9.6% | -11.5% | -2.7% |
| 30D | -1.4% | +12.0% | -13.5% | -2.4% |
| 3M | -9.3% | -2.0% | -7.3% | -9.3% |
| 6M | -27.3% | +7.2% | -34.5% | -28.1% |
| YTD | -43.1% | -23.7% | -19.4% | -40.3% |
| 1Y | -46.5% | -18.3% | -28.2% | -44.6% |
| All | -46.5% | -18.2% | -28.3% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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