-69.3%
APTV vs TKO
+291.2%
-360.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -5.0% | +2.3% | -7.3% | -5.8% |
| 30D | -6.1% | -2.5% | -3.6% | -5.5% |
| 3M | -33.0% | -10.6% | -22.4% | -31.0% |
| 6M | -35.2% | -5.1% | -30.2% | -34.8% |
| YTD | -40.1% | -8.2% | -31.9% | -39.3% |
| 1Y | -45.6% | -4.4% | -41.2% | -45.7% |
| 3Y | -54.4% | +100.4% | -154.7% | -64.6% |
| All | -69.3% | +291.2% | -360.5% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 5y: compounded portfolio wealth divided by compounded TKO 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…
5y analysis · Full analysis span regression · 6 months rolling