-20.0%
APTV vs P
+712.4%
-732.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.6% | -6.3% | -5.1% |
| 7D | +2.0% | +7.8% | -5.9% | -0.2% |
| 30D | -7.7% | +12.3% | -20.0% | -11.5% |
| 3M | -34.0% | +37.1% | -71.1% | -41.0% |
| 6M | -37.1% | +66.1% | -103.2% | -47.9% |
| YTD | -39.9% | +50.9% | -90.8% | -49.3% |
| 1Y | -44.4% | +27.2% | -71.7% | -52.0% |
| 3Y | -54.5% | +158.7% | -213.2% | -72.3% |
| 5Y | -69.1% | +291.1% | -360.2% | -84.4% |
| 10Y | -20.0% | +715.0% | -735.0% | -69.2% |
| All | -20.0% | +712.4% | -732.4% | -69.2% |
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