-56.9%
APTV vs REPL
+45.5%
-102.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.4% | -1.1% |
| 7D | -4.3% | +12.7% | -17.0% | -4.9% |
| 30D | -9.7% | +73.5% | -83.1% | -12.6% |
| 3M | -20.6% | +70.3% | -90.9% | -23.2% |
| 6M | -31.7% | +472.0% | -503.7% | -41.8% |
| YTD | -48.0% | +139.5% | -187.5% | -55.0% |
| 1Y | -52.1% | +167.3% | -219.4% | -58.9% |
| 3Y | -47.9% | +109.5% | -157.4% | -64.2% |
| 5Y | -76.9% | -29.9% | -47.0% | -82.0% |
| All | -56.9% | +45.5% | -102.4% | -73.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling