-40.4%
APTV vs MULL
+3,061.6%
-3,102.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +11.8% | -8.8% | +2.5% |
| 7D | +4.8% | +17.3% | -12.5% | +4.0% |
| 30D | +2.0% | +23.5% | -21.5% | +0.9% |
| 3M | -34.2% | -24.0% | -10.3% | -34.7% |
| 6M | -34.7% | +276.7% | -311.4% | -39.8% |
| YTD | -37.0% | +565.1% | -602.1% | -45.8% |
| 1Y | -40.4% | +2,802.6% | -2,843.0% | -54.9% |
| All | -40.4% | +3,061.6% | -3,102.0% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling