-54.4%
APTV vs TDY
+46.9%
-101.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -1.0% |
| 7D | -5.0% | -1.1% | -3.9% | -4.4% |
| 30D | -6.1% | -12.0% | +6.0% | +0.5% |
| 3M | -33.0% | -3.2% | -29.8% | -32.2% |
| 6M | -35.2% | -7.9% | -27.4% | -32.8% |
| YTD | -40.1% | +18.2% | -58.4% | -46.1% |
| 1Y | -45.6% | +6.7% | -52.3% | -48.3% |
| 3Y | -54.4% | +47.5% | -101.9% | -63.8% |
| All | -54.4% | +46.9% | -101.2% | -63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling