-76.7%
APTV vs PL
+38.8%
-115.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -8.9% | +13.4% | -22.3% | -10.6% |
| 30D | -9.5% | -10.2% | +0.6% | -8.7% |
| 3M | -20.6% | -39.5% | +18.9% | -15.8% |
| 6M | -28.9% | -65.7% | +36.9% | -19.5% |
| YTD | -48.2% | -27.3% | -20.9% | -49.2% |
| 1Y | -51.7% | +15.0% | -66.7% | -56.5% |
| 3Y | -48.1% | +560.8% | -608.9% | -70.3% |
| 5Y | -76.7% | +38.4% | -115.1% | -83.7% |
| All | -76.7% | +38.8% | -115.5% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling