-71.7%
APTV vs S
-57.7%
-14.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | -1.2% | -1.2% | +0.1% | -0.9% |
| 30D | -10.6% | -12.6% | +1.9% | -8.7% |
| 3M | -35.0% | +27.6% | -62.6% | -38.8% |
| 6M | -38.9% | +35.5% | -74.4% | -43.9% |
| YTD | -41.5% | +29.6% | -71.1% | -45.9% |
| 1Y | -45.8% | +8.1% | -53.9% | -48.2% |
| 3Y | -55.7% | +14.8% | -70.5% | -59.9% |
| 5Y | -70.1% | -70.6% | +0.4% | -70.0% |
| All | -71.7% | -57.7% | -14.0% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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