-70.1%
APTV vs ROP
-16.4%
-53.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.3% | -2.0% |
| 7D | -1.2% | -6.1% | +5.0% | +2.0% |
| 30D | -10.6% | -3.4% | -7.3% | -9.3% |
| 3M | -35.0% | +16.7% | -51.7% | -40.9% |
| 6M | -38.9% | +8.1% | -47.0% | -42.3% |
| YTD | -41.5% | -11.7% | -29.8% | -37.5% |
| 1Y | -45.8% | -24.2% | -21.6% | -35.7% |
| 3Y | -55.7% | -19.0% | -36.7% | -51.4% |
| 5Y | -70.1% | -15.9% | -54.3% | -69.8% |
| All | -70.1% | -16.4% | -53.7% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling