-52.4%
APTV vs NVD
-99.2%
+46.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.9% | -8.5% | -4.3% |
| 7D | +2.0% | -7.7% | +9.6% | +1.4% |
| 30D | -7.7% | -5.8% | -1.9% | -7.9% |
| 3M | -34.0% | -23.2% | -10.8% | -35.0% |
| 6M | -37.1% | -49.7% | +12.6% | -39.7% |
| YTD | -39.9% | -47.7% | +7.8% | -42.0% |
| 1Y | -44.4% | -61.3% | +16.9% | -47.3% |
| 3Y | -54.5% | -99.2% | +44.7% | -64.8% |
| All | -52.4% | -99.2% | +46.8% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling