-51.7%
APTV vs MOD
-33.9%
-17.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.9% | -8.7% | 0.0% |
| 7D | -9.8% | -13.9% | +4.2% | -8.7% |
| 30D | -8.9% | -41.5% | +32.7% | -2.4% |
| 3M | -19.5% | -45.7% | +26.3% | -13.0% |
| 6M | -31.1% | -61.1% | +30.0% | -21.8% |
| YTD | -47.5% | -20.5% | -27.1% | -44.8% |
| All | -51.7% | -33.9% | -17.8% | -48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling