-19.0%
APTV vs MULL
+2,366.2%
-2,385.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -9.3% | +12.0% | +3.3% |
| 7D | -1.8% | +3.6% | -5.4% | -2.2% |
| 30D | -7.9% | +22.0% | -29.9% | -9.6% |
| 3M | -29.9% | -8.6% | -21.3% | -31.9% |
| 6M | -36.6% | +248.5% | -285.1% | -46.7% |
| YTD | -40.0% | +516.3% | -556.2% | -53.9% |
| 1Y | -44.0% | +2,036.6% | -2,080.7% | -64.5% |
| All | -19.0% | +2,366.2% | -2,385.1% | -55.7% |
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