-45.4%
APTV vs QS
-37.9%
-7.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.4% | +2.8% |
| 7D | -1.8% | -5.0% | +3.1% | -1.1% |
| 30D | -7.9% | -18.3% | +10.4% | -5.3% |
| 3M | -29.9% | -26.0% | -3.9% | -27.3% |
| 6M | -36.6% | -24.0% | -12.5% | -34.7% |
| YTD | -40.0% | -50.3% | +10.3% | -35.8% |
| All | -45.4% | -37.9% | -7.5% | -43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling