-72.5%
APTV vs PL
+46.6%
-119.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +14.5% | -13.3% | -0.7% |
| 7D | -9.8% | +10.9% | -20.6% | -11.3% |
| 30D | -8.9% | -16.4% | +7.5% | -7.2% |
| 3M | -19.5% | -39.9% | +20.5% | -14.5% |
| 6M | -31.1% | -63.2% | +32.1% | -22.9% |
| YTD | -47.5% | -27.1% | -20.4% | -48.5% |
| 1Y | -52.3% | +12.2% | -64.5% | -56.9% |
| 3Y | -45.2% | +584.3% | -629.5% | -68.8% |
| 5Y | -76.9% | +37.0% | -113.8% | -83.5% |
| All | -72.5% | +46.6% | -119.1% | -80.4% |
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