-67.0%
APTV vs PL
+84.9%
-151.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.3% | +3.2% |
| 7D | +4.8% | -9.3% | +14.1% | +6.1% |
| 30D | +2.0% | -18.9% | +20.9% | +4.8% |
| 3M | -34.2% | -58.4% | +24.1% | -26.8% |
| 6M | -34.7% | -30.3% | -4.4% | -33.9% |
| YTD | -37.0% | -8.1% | -28.9% | -39.6% |
| 1Y | -40.4% | +180.5% | -220.9% | -54.2% |
| 3Y | -54.1% | +444.1% | -498.3% | -72.1% |
| 5Y | -68.0% | +83.0% | -151.0% | -77.5% |
| All | -67.0% | +84.9% | -151.9% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling