-46.0%
APTV vs NTR
+98.7%
-144.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.1% | +3.7% |
| 7D | -1.8% | -2.5% | +0.7% | -0.8% |
| 30D | -7.9% | +17.0% | -25.0% | -14.5% |
| 3M | -29.9% | +22.2% | -52.1% | -36.7% |
| 6M | -36.6% | +5.2% | -41.8% | -39.7% |
| YTD | -40.0% | +29.7% | -69.6% | -49.1% |
| 1Y | -44.0% | +39.4% | -83.4% | -54.6% |
| 3Y | -54.5% | +38.2% | -92.7% | -64.2% |
| 5Y | -68.8% | +47.6% | -116.4% | -80.4% |
| All | -46.0% | +98.7% | -144.7% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling