-45.8%
APTV vs S
+5.0%
-50.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | -1.2% | -1.2% | +0.1% | -1.1% |
| 30D | -10.6% | -12.6% | +1.9% | -10.4% |
| 3M | -35.0% | +27.6% | -62.6% | -36.3% |
| 6M | -38.9% | +35.5% | -74.4% | -41.7% |
| YTD | -41.5% | +29.6% | -71.1% | -44.2% |
| 1Y | -45.8% | +8.1% | -53.9% | -46.6% |
| All | -45.8% | +5.0% | -50.8% | -46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling