-47.7%
APTV vs REPL
-6.0%
-41.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.1% |
| 7D | +4.8% | -3.0% | +7.8% | +5.0% |
| 30D | +2.0% | +27.1% | -25.1% | +0.4% |
| 3M | -34.2% | +52.4% | -86.6% | -37.6% |
| 6M | -34.7% | +107.4% | -142.1% | -42.9% |
| YTD | -37.0% | +54.7% | -91.7% | -43.9% |
| 1Y | -40.4% | +158.9% | -199.3% | -51.2% |
| 3Y | -54.1% | -23.7% | -30.4% | -64.5% |
| 5Y | -68.0% | -54.3% | -13.7% | -74.4% |
| All | -47.7% | -6.0% | -41.7% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling