-47.0%
APTV vs MOD
+129.2%
-176.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.7% | -9.2% | -4.4% |
| 7D | -10.2% | -25.5% | +15.3% | -6.3% |
| 30D | -10.8% | -49.0% | +38.2% | -0.6% |
| 3M | -14.8% | -49.8% | +35.0% | -5.1% |
| 6M | -30.6% | -64.8% | +34.2% | -18.1% |
| YTD | -48.2% | -27.6% | -20.5% | -47.3% |
| 1Y | -52.0% | -35.2% | -16.8% | -50.5% |
| 3Y | -47.0% | +137.1% | -184.2% | -69.3% |
| All | -47.0% | +129.2% | -176.2% | -69.3% |
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