-40.4%
APTV vs ROP
-21.5%
-18.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.6% | +6.6% | +3.1% |
| 7D | +4.8% | -4.4% | +9.2% | +4.9% |
| 30D | +2.0% | +3.2% | -1.2% | +1.9% |
| 3M | -34.2% | +23.1% | -57.3% | -34.7% |
| 6M | -34.7% | +13.3% | -48.0% | -34.7% |
| YTD | -37.0% | -7.9% | -29.1% | -35.9% |
| 1Y | -40.4% | -22.1% | -18.3% | -37.0% |
| All | -40.4% | -21.5% | -18.9% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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