-68.8%
APTV vs QS
-75.8%
+7.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.4% | +2.8% |
| 7D | -1.8% | -5.0% | +3.1% | -1.0% |
| 30D | -7.9% | -18.3% | +10.4% | -4.8% |
| 3M | -29.9% | -26.0% | -3.9% | -27.0% |
| 6M | -36.6% | -24.0% | -12.5% | -34.6% |
| YTD | -40.0% | -50.3% | +10.3% | -34.0% |
| 1Y | -44.0% | -38.0% | -6.1% | -42.5% |
| 3Y | -54.5% | -24.6% | -29.9% | -60.7% |
| 5Y | -68.8% | -75.4% | +6.6% | -70.3% |
| All | -68.8% | -75.8% | +7.0% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling