-22.8%
APTV vs P
+485.4%
-508.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.7% |
| 7D | +4.8% | +6.5% | -1.7% | +3.0% |
| 30D | +2.0% | +18.8% | -16.8% | -3.5% |
| 3M | -34.2% | +26.7% | -61.0% | -39.5% |
| 6M | -34.7% | +62.2% | -96.8% | -45.0% |
| YTD | -37.0% | +48.5% | -85.5% | -46.1% |
| 1Y | -40.4% | +26.4% | -66.8% | -48.0% |
| 3Y | -54.1% | +159.4% | -213.5% | -71.1% |
| 5Y | -68.0% | +275.8% | -343.8% | -82.7% |
| 10Y | -15.5% | +732.0% | -747.5% | -65.5% |
| All | -22.8% | +485.4% | -508.1% | -68.9% |
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