-53.1%
APTV vs REPL
+142.3%
-195.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.5% |
| 7D | -5.0% | +9.8% | -14.8% | -5.1% |
| 30D | -12.3% | +81.5% | -93.8% | -12.8% |
| 3M | -19.9% | +44.2% | -64.2% | -20.3% |
| 6M | -29.4% | +437.4% | -466.8% | -32.4% |
| YTD | -49.0% | +126.1% | -175.1% | -53.1% |
| 1Y | -53.1% | +143.1% | -196.2% | -57.1% |
| All | -53.1% | +142.3% | -195.4% | -57.1% |
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