-21.6%
APTV vs PR
+169.5%
-191.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.3% |
| 7D | +4.8% | +2.9% | +1.9% | +4.3% |
| 30D | +2.0% | +18.0% | -16.0% | -0.9% |
| 3M | -34.2% | +16.9% | -51.1% | -36.1% |
| 6M | -34.7% | +28.2% | -62.9% | -37.8% |
| YTD | -37.0% | +69.3% | -106.3% | -42.9% |
| 1Y | -40.4% | +69.5% | -109.9% | -46.2% |
| 3Y | -54.1% | +81.7% | -135.8% | -59.6% |
| 5Y | -68.0% | +422.2% | -490.3% | -77.0% |
| 10Y | -15.5% | +110.4% | -125.9% | -51.0% |
| All | -21.6% | +169.5% | -191.0% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling