-47.9%
APTV vs MOD
+138.1%
-186.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.4% |
| 7D | -4.3% | -17.8% | +13.6% | -1.9% |
| 30D | -9.7% | -43.2% | +33.6% | -1.3% |
| 3M | -20.6% | -46.0% | +25.5% | -12.7% |
| 6M | -31.7% | -62.2% | +30.5% | -20.5% |
| YTD | -48.0% | -22.8% | -25.2% | -47.7% |
| 1Y | -52.1% | -35.5% | -16.6% | -50.4% |
| 3Y | -47.9% | +128.2% | -176.1% | -67.3% |
| All | -47.9% | +138.1% | -186.0% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling