-69.6%
APTV vs RUN
-80.9%
+11.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.9% | -1.9% |
| 7D | -1.2% | -1.8% | +0.6% | -0.9% |
| 30D | -10.6% | -10.8% | +0.2% | -9.1% |
| 3M | -35.0% | -30.2% | -4.8% | -31.7% |
| 6M | -38.9% | -22.3% | -16.6% | -37.4% |
| YTD | -41.5% | -52.2% | +10.7% | -36.3% |
| 1Y | -45.8% | -45.1% | -0.7% | -43.1% |
| 3Y | -55.7% | -37.1% | -18.6% | -62.8% |
| All | -69.6% | -80.9% | +11.3% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling