-46.5%
APTV vs REPL
+125.1%
-171.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.5% | +4.6% |
| 7D | -1.9% | +28.8% | -30.7% | -2.1% |
| 30D | -1.4% | +57.3% | -58.8% | -1.8% |
| 3M | -9.3% | +73.6% | -82.9% | -9.8% |
| 6M | -27.3% | +582.8% | -610.2% | -30.5% |
| YTD | -43.1% | +112.9% | -156.0% | -48.3% |
| 1Y | -46.5% | +130.7% | -177.2% | -51.1% |
| All | -46.5% | +125.1% | -171.6% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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