-54.4%
APTV vs NTR
+36.8%
-91.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -5.0% | -1.3% | -3.7% | -4.9% |
| 30D | -6.1% | +16.8% | -22.8% | -8.3% |
| 3M | -33.0% | +20.7% | -53.7% | -35.1% |
| 6M | -35.2% | +0.5% | -35.8% | -35.4% |
| YTD | -40.1% | +29.2% | -69.3% | -44.5% |
| 1Y | -45.6% | +39.6% | -85.2% | -51.0% |
| 3Y | -54.4% | +37.9% | -92.2% | -59.2% |
| All | -54.4% | +36.8% | -91.1% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling