-21.1%
APTV vs MULL
+2,620.5%
-2,641.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.4% | -8.1% | -3.1% |
| 7D | -1.2% | +14.8% | -15.9% | -2.2% |
| 30D | -10.6% | +36.6% | -47.2% | -12.9% |
| 3M | -35.0% | -8.9% | -26.1% | -36.7% |
| 6M | -38.9% | +311.9% | -350.8% | -49.4% |
| YTD | -41.5% | +579.8% | -621.3% | -55.4% |
| 1Y | -45.8% | +2,421.5% | -2,467.4% | -66.2% |
| All | -21.1% | +2,620.5% | -2,641.5% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling