-74.9%
APTV vs S
-52.7%
-22.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -3.8% |
| 7D | -10.2% | -13.4% | +3.2% | -7.9% |
| 30D | -10.8% | -14.0% | +3.2% | -8.6% |
| 3M | -14.8% | +4.9% | -19.7% | -16.6% |
| 6M | -30.6% | +42.0% | -72.6% | -36.8% |
| YTD | -48.2% | +45.1% | -93.3% | -53.5% |
| 1Y | -52.0% | +33.1% | -85.0% | -56.2% |
| 3Y | -47.0% | +40.6% | -87.7% | -54.3% |
| 5Y | -77.5% | -67.5% | -10.0% | -77.9% |
| All | -74.9% | -52.7% | -22.3% | -75.5% |
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