-40.4%
APTV vs TNA
+70.0%
-110.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.3% | +2.8% |
| 7D | +4.8% | -0.1% | +4.9% | +4.8% |
| 30D | +2.0% | -4.9% | +6.9% | +3.6% |
| 3M | -34.2% | +0.4% | -34.6% | -34.8% |
| 6M | -34.7% | +32.5% | -67.2% | -41.5% |
| YTD | -37.0% | +53.7% | -90.7% | -46.4% |
| 1Y | -40.4% | +65.1% | -105.5% | -51.4% |
| All | -40.4% | +70.0% | -110.4% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling