-31.3%
APTV vs MULL
+1,230.7%
-1,261.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | +0.2% |
| 7D | -1.7% | +24.5% | -26.3% | -3.5% |
| 30D | -11.6% | -35.5% | +23.9% | -9.9% |
| 3M | -21.2% | -44.8% | +23.6% | -19.3% |
| 6M | -28.5% | -45.5% | +16.9% | -29.7% |
| YTD | -49.1% | +232.5% | -281.6% | -59.8% |
| 1Y | -52.2% | +343.3% | -395.4% | -64.1% |
| All | -31.3% | +1,230.7% | -1,261.9% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling