-18.4%
APTV vs MTB
+173.8%
-192.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -6.1% | -4.8% | -1.3% | -3.4% |
| 3M | -33.0% | +6.0% | -38.9% | -35.3% |
| 6M | -35.2% | +19.6% | -54.9% | -41.7% |
| YTD | -40.1% | +21.5% | -61.6% | -46.6% |
| 1Y | -45.6% | +24.7% | -70.3% | -52.3% |
| 3Y | -54.4% | +108.6% | -162.9% | -70.7% |
| 5Y | -68.9% | +106.7% | -175.6% | -80.3% |
| All | -18.4% | +173.8% | -192.3% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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