-47.0%
APTV vs REPL
+48.4%
-95.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +8.0% | -11.4% | -3.5% |
| 7D | -10.2% | +22.8% | -33.0% | -10.4% |
| 30D | -10.8% | +63.8% | -74.6% | -11.3% |
| 3M | -14.8% | +68.1% | -82.9% | -15.4% |
| 6M | -30.6% | +528.5% | -559.1% | -33.1% |
| YTD | -48.2% | +122.4% | -170.6% | -49.8% |
| 1Y | -52.0% | +154.4% | -206.3% | -53.6% |
| 3Y | -47.0% | +68.0% | -115.0% | -51.8% |
| All | -47.0% | +48.4% | -95.4% | -51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling