-25.1%
APTV vs MOD
+1,005.7%
-1,030.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.9% | -8.7% | -1.7% |
| 7D | -9.8% | -13.9% | +4.2% | -7.1% |
| 30D | -8.9% | -41.5% | +32.7% | +4.6% |
| 3M | -19.5% | -45.7% | +26.3% | -6.1% |
| 6M | -31.1% | -61.1% | +30.0% | -12.9% |
| YTD | -47.5% | -20.5% | -27.1% | -48.5% |
| 1Y | -52.3% | -32.1% | -20.2% | -51.5% |
| 3Y | -45.2% | +146.5% | -191.6% | -69.0% |
| 5Y | -76.9% | +812.7% | -889.6% | -92.5% |
| 10Y | -25.1% | +966.8% | -991.9% | -79.2% |
| All | -25.1% | +1,005.7% | -1,030.8% | -79.2% |
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