+137.2%
APTV vs MTB
+367.4%
-230.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -1.7% | +1.5% | -3.3% | -2.6% |
| 30D | -11.6% | +2.3% | -13.9% | -12.7% |
| 3M | -21.2% | -12.1% | -9.1% | -15.0% |
| 6M | -28.5% | +9.8% | -38.3% | -32.5% |
| YTD | -49.1% | +12.0% | -61.1% | -52.5% |
| 1Y | -52.2% | +22.0% | -74.2% | -57.6% |
| 3Y | -48.6% | +107.6% | -156.2% | -67.1% |
| 5Y | -77.3% | +61.9% | -139.1% | -83.6% |
| 10Y | -26.9% | +116.3% | -143.2% | -58.6% |
| All | +137.2% | +367.4% | -230.3% | -18.0% |
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