-55.4%
APTV vs MTB
+112.6%
-167.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -1.2% | +1.1% | -2.2% | -1.7% |
| 30D | -10.6% | -4.6% | -6.0% | -8.2% |
| 3M | -35.0% | +6.3% | -41.3% | -37.4% |
| 6M | -38.9% | +15.6% | -54.5% | -44.1% |
| YTD | -41.5% | +20.6% | -62.1% | -47.7% |
| 1Y | -45.8% | +22.5% | -68.3% | -52.1% |
| All | -55.4% | +112.6% | -167.9% | -68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling