-52.1%
APTV vs PR
+67.7%
-119.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.8% |
| 7D | -4.3% | -9.5% | +5.2% | -5.2% |
| 30D | -9.7% | -5.7% | -4.0% | -10.1% |
| 3M | -20.6% | +3.0% | -23.5% | -20.4% |
| 6M | -31.7% | +11.8% | -43.5% | -30.9% |
| YTD | -48.0% | +58.5% | -106.5% | -48.9% |
| 1Y | -52.1% | +69.9% | -122.0% | -52.1% |
| All | -52.1% | +67.7% | -119.8% | -52.1% |
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