+179.6%
APTV vs NYT
+967.3%
-787.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -1.8% | -0.7% | -1.1% | -1.5% |
| 30D | -7.9% | +4.5% | -12.4% | -9.5% |
| 3M | -29.9% | -8.5% | -21.4% | -28.1% |
| 6M | -36.6% | -15.1% | -21.5% | -33.4% |
| YTD | -40.0% | -3.3% | -36.7% | -40.5% |
| 1Y | -44.0% | +17.0% | -61.0% | -48.8% |
| 3Y | -54.5% | +55.7% | -110.2% | -63.8% |
| 5Y | -68.8% | +38.9% | -107.7% | -74.8% |
| 10Y | -16.9% | +485.3% | -502.2% | -61.0% |
| All | +179.6% | +967.3% | -787.6% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling