+178.7%
APTV vs NTRS
+631.6%
-452.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -37.7% |
| 6M | -35.2% | +35.5% | -70.8% | -47.5% |
| YTD | -40.1% | +40.6% | -80.7% | -52.9% |
| 1Y | -45.6% | +49.2% | -94.8% | -59.0% |
| 3Y | -54.4% | +167.2% | -221.6% | -77.5% |
| 5Y | -68.9% | +94.9% | -163.8% | -81.3% |
| 10Y | -17.2% | +259.5% | -276.7% | -68.4% |
| All | +178.7% | +631.6% | -452.9% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling