-25.3%
APTV vs MOD
+881.6%
-906.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | 0.0% |
| 7D | -4.3% | -17.8% | +13.6% | -0.1% |
| 30D | -9.7% | -43.2% | +33.6% | +4.7% |
| 3M | -20.6% | -46.0% | +25.5% | -7.2% |
| 6M | -31.7% | -62.2% | +30.5% | -12.9% |
| YTD | -48.0% | -22.8% | -25.2% | -48.5% |
| 1Y | -52.1% | -35.5% | -16.6% | -50.5% |
| 3Y | -47.9% | +128.2% | -176.1% | -69.8% |
| 5Y | -76.9% | +791.6% | -868.5% | -92.5% |
| All | -25.3% | +881.6% | -906.9% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling