-77.5%
APTV vs RUN
-85.3%
+7.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.4% |
| 7D | -1.7% | -13.5% | +11.8% | +0.4% |
| 30D | -11.6% | +18.3% | -29.9% | -14.6% |
| 3M | -21.2% | -12.5% | -8.7% | -20.3% |
| 6M | -28.5% | -40.3% | +11.8% | -23.5% |
| YTD | -49.1% | -53.1% | +4.0% | -44.8% |
| 1Y | -52.2% | -54.3% | +2.1% | -48.1% |
| 3Y | -48.6% | -6.5% | -42.1% | -60.7% |
| All | -77.5% | -85.3% | +7.8% | -76.9% |
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 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