-18.4%
APTV vs NYT
+489.9%
-508.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -5.0% | -0.6% | -4.4% | -4.8% |
| 30D | -6.1% | +4.6% | -10.6% | -7.9% |
| 3M | -33.0% | -9.6% | -23.4% | -30.8% |
| 6M | -35.2% | -14.0% | -21.2% | -32.1% |
| YTD | -40.1% | -2.8% | -37.3% | -40.9% |
| 1Y | -45.6% | +15.6% | -61.2% | -50.5% |
| 3Y | -54.4% | +56.3% | -110.7% | -64.8% |
| 5Y | -68.9% | +39.5% | -108.4% | -75.8% |
| All | -18.4% | +489.9% | -508.4% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling