+172.4%
APTV vs TKO
+2,604.7%
-2,432.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.2% |
| 7D | -1.2% | +0.7% | -1.8% | -1.4% |
| 30D | -10.6% | +0.9% | -11.5% | -11.0% |
| 3M | -35.0% | -6.2% | -28.8% | -34.3% |
| 6M | -38.9% | -5.6% | -33.3% | -38.4% |
| YTD | -41.5% | -7.8% | -33.7% | -40.8% |
| 1Y | -45.8% | -1.2% | -44.6% | -46.2% |
| 3Y | -55.7% | +106.5% | -162.2% | -63.4% |
| 5Y | -70.1% | +310.4% | -380.5% | -79.1% |
| 10Y | -19.1% | +987.5% | -1,006.6% | -53.9% |
| All | +172.4% | +2,604.7% | -2,432.3% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling