-56.0%
APTV vs QS
-62.6%
+6.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | +0.4% |
| 7D | -1.7% | -14.0% | +12.3% | -0.3% |
| 30D | -11.6% | -6.4% | -5.2% | -11.1% |
| 3M | -21.2% | -40.3% | +19.1% | -17.1% |
| 6M | -28.5% | -57.5% | +29.0% | -22.7% |
| YTD | -49.1% | -64.7% | +15.6% | -44.2% |
| 1Y | -52.2% | -72.9% | +20.7% | -46.3% |
| 3Y | -48.6% | -33.5% | -15.2% | -51.0% |
| 5Y | -77.3% | -90.5% | +13.2% | -76.9% |
| All | -56.0% | -62.6% | +6.6% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling