-72.7%
APTV vs PL
+45.6%
-118.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -4.3% | +5.6% | -9.9% | -5.2% |
| 30D | -9.7% | -16.9% | +7.3% | -7.9% |
| 3M | -20.6% | -38.2% | +17.7% | -16.0% |
| 6M | -31.7% | -63.4% | +31.7% | -23.5% |
| YTD | -48.0% | -27.6% | -20.4% | -48.9% |
| 1Y | -52.1% | +6.6% | -58.6% | -56.3% |
| 3Y | -47.9% | +557.6% | -605.5% | -70.1% |
| 5Y | -76.9% | +39.5% | -116.4% | -83.5% |
| All | -72.7% | +45.6% | -118.4% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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