-52.5%
APTV vs NVD
-99.1%
+46.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.5% | -1.8% | +3.0% |
| 7D | -1.8% | +9.0% | -10.8% | -1.1% |
| 30D | -7.9% | -5.5% | -2.5% | -8.1% |
| 3M | -29.9% | -24.6% | -5.3% | -31.1% |
| 6M | -36.6% | -42.1% | +5.5% | -38.5% |
| YTD | -40.0% | -44.3% | +4.4% | -41.7% |
| 1Y | -44.0% | -54.2% | +10.2% | -46.2% |
| 3Y | -54.5% | -99.1% | +44.6% | -64.7% |
| All | -52.5% | -99.1% | +46.7% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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