-68.2%
APTV vs RACE
+93.6%
-161.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +4.1% |
| 7D | +4.8% | -2.5% | +7.3% | +6.2% |
| 30D | +2.0% | +0.8% | +1.2% | +1.5% |
| 3M | -34.2% | +17.2% | -51.4% | -40.2% |
| 6M | -34.7% | +13.6% | -48.2% | -39.8% |
| YTD | -37.0% | +12.2% | -49.2% | -41.9% |
| 1Y | -40.4% | -16.3% | -24.1% | -35.6% |
| 3Y | -54.1% | +36.4% | -90.5% | -68.5% |
| All | -68.2% | +93.6% | -161.7% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling