-25.6%
APTV vs ROP
+183.0%
-208.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.8% |
| 7D | -8.9% | -2.9% | -5.9% | -7.2% |
| 30D | -9.5% | +30.1% | -39.6% | -23.4% |
| 3M | -20.6% | +19.9% | -40.5% | -29.6% |
| 6M | -28.9% | +46.0% | -74.9% | -45.4% |
| YTD | -48.2% | +8.4% | -56.6% | -52.1% |
| 1Y | -51.7% | +8.8% | -60.5% | -55.4% |
| 3Y | -48.1% | -5.6% | -42.5% | -48.0% |
| 5Y | -76.7% | +3.0% | -79.7% | -78.3% |
| 10Y | -25.6% | +184.0% | -209.6% | -63.0% |
| All | -25.6% | +183.0% | -208.7% | -63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling