-48.6%
APTV vs P
+197.6%
-246.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.8% | +0.1% |
| 7D | -1.7% | +11.6% | -13.4% | -3.2% |
| 30D | -11.6% | -23.7% | +12.1% | -8.9% |
| 3M | -21.2% | -8.0% | -13.2% | -21.3% |
| 6M | -28.5% | +27.9% | -56.4% | -32.7% |
| YTD | -49.1% | +61.2% | -110.2% | -54.1% |
| 1Y | -52.2% | +28.6% | -80.8% | -56.0% |
| 3Y | -48.6% | +200.5% | -249.1% | -61.3% |
| All | -48.6% | +197.6% | -246.2% | -61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling