-54.4%
APTV vs QSR
+25.8%
-80.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -5.0% | -4.0% | -1.0% | -3.8% |
| 30D | -6.1% | +2.8% | -8.8% | -6.8% |
| 3M | -33.0% | +5.1% | -38.1% | -34.1% |
| 6M | -35.2% | +8.8% | -44.0% | -37.5% |
| YTD | -40.1% | +14.8% | -55.0% | -43.6% |
| 1Y | -45.6% | +25.7% | -71.3% | -50.7% |
| 3Y | -54.4% | +27.5% | -81.9% | -58.1% |
| All | -54.4% | +25.8% | -80.2% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling