-40.4%
APTV vs NTRS
+46.5%
-86.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +4.8% | -0.1% | +4.9% | +4.8% |
| 30D | +2.0% | +1.2% | +0.8% | +1.5% |
| 3M | -34.2% | +8.3% | -42.6% | -36.4% |
| 6M | -34.7% | +30.0% | -64.6% | -41.9% |
| YTD | -37.0% | +38.0% | -75.0% | -45.9% |
| 1Y | -40.4% | +47.4% | -87.8% | -50.4% |
| All | -40.4% | +46.5% | -86.9% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling