-36.5%
APTV vs P
+469.1%
-505.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.5% | -7.0% | -4.4% |
| 7D | -10.2% | -23.8% | +13.6% | -4.3% |
| 30D | -10.8% | -36.6% | +25.8% | -0.8% |
| 3M | -14.8% | +10.9% | -25.7% | -19.7% |
| 6M | -30.6% | +30.0% | -60.6% | -38.8% |
| YTD | -48.2% | +44.4% | -92.5% | -56.4% |
| 1Y | -52.0% | +3.9% | -55.9% | -56.5% |
| 3Y | -47.0% | +176.6% | -223.6% | -68.1% |
| 5Y | -77.5% | +249.3% | -326.7% | -87.8% |
| 10Y | -27.0% | +726.9% | -753.9% | -70.7% |
| All | -36.5% | +469.1% | -505.6% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling