+193.5%
APTV vs ROP
+427.2%
-233.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.6% | +6.6% | +5.4% |
| 7D | +4.8% | -4.4% | +9.2% | +7.8% |
| 30D | +2.0% | +3.2% | -1.2% | -0.4% |
| 3M | -34.2% | +23.1% | -57.3% | -43.6% |
| 6M | -34.7% | +13.3% | -48.0% | -41.3% |
| YTD | -37.0% | -7.9% | -29.1% | -35.5% |
| 1Y | -40.4% | -22.1% | -18.3% | -31.5% |
| 3Y | -54.1% | -16.8% | -37.3% | -50.5% |
| 5Y | -68.0% | -13.5% | -54.5% | -66.7% |
| 10Y | -15.5% | +137.7% | -153.2% | -58.1% |
| All | +193.5% | +427.2% | -233.7% | -20.5% |
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