-47.9%
APTV vs PR
+86.9%
-134.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -4.3% | -9.5% | +5.2% | -2.3% |
| 30D | -9.7% | -5.7% | -4.0% | -8.8% |
| 3M | -20.6% | +3.0% | -23.5% | -21.8% |
| 6M | -31.7% | +11.8% | -43.5% | -34.6% |
| YTD | -48.0% | +58.5% | -106.5% | -56.1% |
| 1Y | -52.1% | +69.9% | -122.0% | -60.7% |
| 3Y | -47.9% | +84.9% | -132.8% | -61.0% |
| All | -47.9% | +86.9% | -134.8% | -61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling