+193.5%
APTV vs MTB
+407.0%
-213.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.1% |
| 7D | +4.8% | +1.7% | +3.1% | +3.8% |
| 30D | +2.0% | -4.2% | +6.2% | +4.6% |
| 3M | -34.2% | +8.9% | -43.1% | -37.6% |
| 6M | -34.7% | +10.9% | -45.5% | -38.7% |
| YTD | -37.0% | +21.5% | -58.5% | -43.9% |
| 1Y | -40.4% | +21.9% | -62.3% | -47.2% |
| 3Y | -54.1% | +109.2% | -163.4% | -70.9% |
| 5Y | -68.0% | +102.0% | -170.0% | -79.8% |
| 10Y | -15.5% | +171.9% | -187.4% | -58.6% |
| All | +193.5% | +407.0% | -213.6% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling