-48.2%
APTV vs QS
-47.4%
-0.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.4% | +2.7% |
| 7D | -1.8% | -5.0% | +3.1% | -1.3% |
| 30D | -7.9% | -18.3% | +10.4% | -6.0% |
| 3M | -29.9% | -26.0% | -3.9% | -28.1% |
| 6M | -36.6% | -24.0% | -12.5% | -35.3% |
| YTD | -40.0% | -50.3% | +10.3% | -36.3% |
| 1Y | -44.0% | -38.0% | -6.1% | -42.8% |
| 3Y | -54.5% | -24.6% | -29.9% | -57.3% |
| 5Y | -68.8% | -75.4% | +6.6% | -69.7% |
| All | -48.2% | -47.4% | -0.8% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling