-18.2%
APTV vs ROP
+135.7%
-153.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.1% | +2.9% |
| 7D | -1.8% | -8.0% | +6.2% | +3.3% |
| 30D | -7.9% | -2.7% | -5.2% | -6.6% |
| 3M | -29.9% | +16.6% | -46.5% | -37.4% |
| 6M | -36.6% | +10.4% | -47.0% | -41.8% |
| YTD | -40.0% | -12.1% | -27.9% | -36.4% |
| 1Y | -44.0% | -23.6% | -20.4% | -34.8% |
| 3Y | -54.5% | -19.3% | -35.2% | -49.9% |
| 5Y | -68.8% | -15.4% | -53.4% | -67.1% |
| All | -18.2% | +135.7% | -153.8% | -51.4% |
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