-48.5%
APTV vs RACE
+23.0%
-71.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +0.9% | -0.6% |
| 7D | -5.0% | -4.0% | -1.0% | -3.5% |
| 30D | -12.3% | +3.5% | -15.9% | -13.4% |
| 3M | -19.9% | -0.4% | -19.5% | -19.9% |
| 6M | -29.4% | +23.2% | -52.5% | -34.7% |
| YTD | -49.0% | +11.0% | -60.0% | -51.4% |
| 1Y | -53.1% | -2.2% | -50.9% | -53.6% |
| All | -48.5% | +23.0% | -71.5% | -54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling