-28.2%
APTV vs P
+666.7%
-694.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.4% | -4.9% | -2.4% |
| 7D | -5.0% | +17.8% | -22.8% | -9.3% |
| 30D | -12.3% | -29.9% | +17.5% | -4.7% |
| 3M | -19.9% | -1.2% | -18.8% | -22.0% |
| 6M | -29.4% | +32.1% | -61.5% | -38.2% |
| YTD | -49.0% | +64.3% | -113.3% | -59.1% |
| 1Y | -53.1% | +24.3% | -77.4% | -59.9% |
| 3Y | -48.9% | +203.2% | -252.1% | -71.3% |
| 5Y | -77.2% | +290.4% | -367.7% | -88.8% |
| All | -28.2% | +666.7% | -694.9% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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