-69.3%
APTV vs NTRS
+93.2%
-162.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.0% |
| 7D | -5.0% | +1.4% | -6.4% | -5.8% |
| 30D | -6.1% | -0.7% | -5.4% | -5.7% |
| 3M | -33.0% | +11.3% | -44.3% | -37.5% |
| 6M | -35.2% | +35.5% | -70.8% | -47.0% |
| YTD | -40.1% | +40.6% | -80.7% | -52.4% |
| 1Y | -45.6% | +49.2% | -94.8% | -58.5% |
| 3Y | -54.4% | +167.2% | -221.6% | -77.1% |
| All | -69.3% | +93.2% | -162.5% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling