-18.4%
APTV vs TDY
+479.2%
-497.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -1.3% |
| 7D | -5.0% | -1.1% | -3.9% | -4.2% |
| 30D | -6.1% | -12.0% | +6.0% | +3.5% |
| 3M | -33.0% | -3.2% | -29.8% | -31.7% |
| 6M | -35.2% | -7.9% | -27.4% | -31.8% |
| YTD | -40.1% | +18.2% | -58.4% | -48.4% |
| 1Y | -45.6% | +6.7% | -52.3% | -49.4% |
| 3Y | -54.4% | +47.5% | -101.9% | -68.0% |
| 5Y | -68.9% | +39.5% | -108.4% | -77.4% |
| All | -18.4% | +479.2% | -497.7% | -69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling