+172.4%
APTV vs MKTX
+581.6%
-409.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.7% |
| 7D | -1.2% | +0.3% | -1.4% | -1.2% |
| 30D | -10.6% | +1.0% | -11.6% | -10.8% |
| 3M | -35.0% | +40.8% | -75.8% | -40.8% |
| 6M | -38.9% | -10.9% | -28.0% | -37.8% |
| YTD | -41.5% | -8.6% | -32.9% | -41.1% |
| 1Y | -45.8% | -11.6% | -34.2% | -45.1% |
| 3Y | -55.7% | -24.5% | -31.2% | -54.6% |
| 5Y | -70.1% | -60.7% | -9.4% | -64.4% |
| 10Y | -19.1% | +5.1% | -24.2% | -28.6% |
| All | +172.4% | +581.6% | -409.2% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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