-20.7%
APTV vs QSR
+206.0%
-226.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -1.7% |
| 7D | -1.2% | -2.4% | +1.2% | +0.3% |
| 30D | -10.6% | +5.7% | -16.3% | -13.6% |
| 3M | -35.0% | +6.9% | -41.9% | -37.9% |
| 6M | -38.9% | +6.9% | -45.8% | -42.1% |
| YTD | -41.5% | +14.9% | -56.4% | -47.2% |
| 1Y | -45.8% | +29.1% | -74.9% | -54.6% |
| 3Y | -55.7% | +26.1% | -81.8% | -63.4% |
| 5Y | -70.1% | +42.3% | -112.4% | -77.3% |
| 10Y | -19.1% | +134.0% | -153.1% | -55.5% |
| All | -20.7% | +206.0% | -226.6% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling