-18.4%
APTV vs RUN
+42.2%
-60.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -5.0% | -3.7% | -1.3% | -4.4% |
| 30D | -6.1% | -13.0% | +6.9% | -3.8% |
| 3M | -33.0% | -31.8% | -1.2% | -28.9% |
| 6M | -35.2% | -32.2% | -3.0% | -31.7% |
| YTD | -40.1% | -53.5% | +13.3% | -33.8% |
| 1Y | -45.6% | -46.5% | +0.9% | -42.4% |
| 3Y | -54.4% | -37.6% | -16.7% | -62.2% |
| 5Y | -68.9% | -80.9% | +11.9% | -69.9% |
| All | -18.4% | +42.2% | -60.6% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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