-52.4%
APTV vs RACE
+40.8%
-93.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.7% |
| 7D | +4.8% | -2.5% | +7.3% | +5.7% |
| 30D | +2.0% | +0.8% | +1.2% | +1.7% |
| 3M | -34.2% | +17.2% | -51.4% | -37.8% |
| 6M | -34.7% | +13.6% | -48.2% | -37.8% |
| YTD | -37.0% | +12.2% | -49.2% | -40.1% |
| 1Y | -40.4% | -16.3% | -24.1% | -38.7% |
| All | -52.4% | +40.8% | -93.2% | -55.8% |
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 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