-45.8%
APTV vs P
+22.0%
-67.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.4% | -2.3% |
| 7D | -1.2% | +5.0% | -6.2% | -1.6% |
| 30D | -10.6% | -0.9% | -9.7% | -10.7% |
| 3M | -35.0% | +38.7% | -73.7% | -37.6% |
| 6M | -38.9% | +54.4% | -93.3% | -42.5% |
| YTD | -41.5% | +44.8% | -86.3% | -44.6% |
| 1Y | -45.8% | +22.5% | -68.3% | -49.3% |
| All | -45.8% | +22.0% | -67.8% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling