+137.2%
APTV vs ROP
+522.8%
-385.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -1.7% | +0.7% | -2.5% | -2.2% |
| 30D | -11.6% | +28.8% | -40.4% | -25.2% |
| 3M | -21.2% | +21.1% | -42.2% | -31.0% |
| 6M | -28.5% | +52.5% | -81.1% | -47.3% |
| YTD | -49.1% | +8.9% | -57.9% | -53.4% |
| 1Y | -52.2% | +8.2% | -60.4% | -56.1% |
| 3Y | -48.6% | -5.2% | -43.5% | -49.1% |
| 5Y | -77.3% | +1.7% | -79.0% | -78.8% |
| 10Y | -26.9% | +185.4% | -212.2% | -67.9% |
| All | +137.2% | +522.8% | -385.7% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling