-69.1%
APTV vs S
-72.3%
+3.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.4% | -4.2% |
| 7D | +2.0% | -5.8% | +7.8% | +3.2% |
| 30D | -7.7% | -9.2% | +1.5% | -6.4% |
| 3M | -34.0% | +23.4% | -57.4% | -37.6% |
| 6M | -37.1% | +36.9% | -74.0% | -42.6% |
| YTD | -39.9% | +29.5% | -69.4% | -44.7% |
| 1Y | -44.4% | +5.4% | -49.9% | -46.7% |
| 3Y | -54.5% | +14.7% | -69.2% | -59.1% |
| 5Y | -69.1% | -71.5% | +2.4% | -68.8% |
| All | -69.1% | -72.3% | +3.2% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling