+193.5%
APTV vs MOD
+1,844.7%
-1,651.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.3% | -1.3% | +1.8% |
| 7D | +4.8% | +9.6% | -4.8% | +2.0% |
| 30D | +2.0% | 0.0% | +2.0% | +1.8% |
| 3M | -34.2% | -35.4% | +1.1% | -26.3% |
| 6M | -34.7% | -7.3% | -27.4% | -35.5% |
| YTD | -37.0% | +45.8% | -82.8% | -46.8% |
| 1Y | -40.4% | +43.1% | -83.5% | -50.4% |
| 3Y | -54.1% | +297.7% | -351.8% | -76.1% |
| 5Y | -68.0% | +1,478.8% | -1,546.8% | -90.2% |
| 10Y | -15.5% | +1,633.4% | -1,648.9% | -79.8% |
| All | +193.5% | +1,844.7% | -1,651.2% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling