-52.0%
APTV vs PR
+80.1%
-132.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -3.3% |
| 7D | -10.2% | -16.4% | +6.2% | -11.7% |
| 30D | -10.8% | -1.9% | -8.9% | -10.9% |
| 3M | -14.8% | +8.0% | -22.8% | -14.4% |
| 6M | -30.6% | +4.1% | -34.7% | -30.0% |
| YTD | -48.2% | +58.7% | -106.9% | -49.7% |
| 1Y | -52.0% | +75.8% | -127.8% | -53.8% |
| All | -52.0% | +80.1% | -132.0% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling