-39.5%
APTV vs RACE
+658.9%
-698.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.6% |
| 7D | -10.2% | +5.1% | -15.3% | -12.8% |
| 30D | -10.8% | +7.7% | -18.5% | -14.6% |
| 3M | -14.8% | +2.2% | -17.0% | -16.0% |
| 6M | -30.6% | +23.8% | -54.3% | -39.4% |
| YTD | -48.2% | +13.9% | -62.1% | -52.8% |
| 1Y | -52.0% | +3.8% | -55.7% | -53.8% |
| 3Y | -47.0% | +28.0% | -75.1% | -58.5% |
| 5Y | -77.5% | +64.9% | -142.4% | -85.4% |
| 10Y | -27.0% | +780.4% | -807.3% | -79.9% |
| All | -39.5% | +658.9% | -698.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling