-46.5%
APTV vs RACE
+10.6%
-57.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.3% | +0.4% | +2.6% |
| 7D | -1.9% | +9.9% | -11.8% | -6.2% |
| 30D | -1.4% | +12.8% | -14.2% | -6.9% |
| 3M | -9.3% | +7.4% | -16.7% | -12.5% |
| 6M | -27.3% | +27.6% | -54.9% | -36.0% |
| YTD | -43.1% | +18.4% | -61.5% | -49.4% |
| 1Y | -46.5% | +9.5% | -56.0% | -49.8% |
| All | -46.5% | +10.6% | -57.0% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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