-22.0%
APTV vs RUN
-31.9%
+9.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.1% |
| 7D | +4.8% | +1.3% | +3.6% | +4.5% |
| 30D | +2.0% | -15.3% | +17.3% | +4.7% |
| 3M | -34.2% | -40.0% | +5.8% | -28.9% |
| 6M | -34.7% | -27.0% | -7.7% | -32.3% |
| YTD | -37.0% | -51.7% | +14.7% | -31.2% |
| 1Y | -40.4% | -45.9% | +5.5% | -37.3% |
| 3Y | -54.1% | -43.8% | -10.3% | -60.2% |
| 5Y | -68.0% | -80.5% | +12.5% | -69.0% |
| 10Y | -15.5% | +45.3% | -60.8% | -43.4% |
| All | -22.0% | -31.9% | +9.9% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling