-40.4%
APTV vs TDY
+11.8%
-52.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.8% |
| 7D | +4.8% | -1.8% | +6.6% | +5.7% |
| 30D | +2.0% | -10.7% | +12.7% | +7.6% |
| 3M | -34.2% | -1.3% | -33.0% | -34.3% |
| 6M | -34.7% | -10.6% | -24.1% | -31.9% |
| YTD | -37.0% | +19.6% | -56.5% | -43.8% |
| 1Y | -40.4% | +11.6% | -52.0% | -45.3% |
| All | -40.4% | +11.8% | -52.2% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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