-69.5%
APTV vs S
-56.8%
-12.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.6% | +3.0% |
| 7D | +4.8% | -7.7% | +12.5% | +6.3% |
| 30D | +2.0% | -5.3% | +7.3% | +2.6% |
| 3M | -34.2% | +20.3% | -54.5% | -37.3% |
| 6M | -34.7% | +47.4% | -82.0% | -41.0% |
| YTD | -37.0% | +32.5% | -69.5% | -42.0% |
| 1Y | -40.4% | +9.5% | -49.9% | -43.2% |
| 3Y | -54.1% | +15.5% | -69.6% | -58.5% |
| 5Y | -68.0% | -71.2% | +3.2% | -68.0% |
| All | -69.5% | -56.8% | -12.7% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling