+179.6%
APTV vs TDY
+1,002.8%
-823.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.4% | +2.5% |
| 7D | -1.8% | -1.9% | +0.1% | -0.4% |
| 30D | -7.9% | -12.5% | +4.6% | +1.6% |
| 3M | -29.9% | -0.8% | -29.1% | -29.9% |
| 6M | -36.6% | -9.0% | -27.6% | -32.6% |
| YTD | -40.0% | +16.8% | -56.7% | -47.5% |
| 1Y | -44.0% | +9.5% | -53.5% | -48.8% |
| 3Y | -54.5% | +45.4% | -99.9% | -67.3% |
| 5Y | -68.8% | +37.8% | -106.6% | -76.7% |
| 10Y | -16.9% | +470.2% | -487.2% | -76.1% |
| All | +179.6% | +1,002.8% | -823.2% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling