-69.3%
APTV vs TNA
-23.3%
-46.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -5.0% | -7.3% | +2.2% | -2.3% |
| 30D | -6.1% | -14.2% | +8.1% | -0.6% |
| 3M | -33.0% | -4.6% | -28.4% | -32.4% |
| 6M | -35.2% | +36.9% | -72.2% | -44.0% |
| YTD | -40.1% | +42.5% | -82.7% | -49.5% |
| 1Y | -45.6% | +45.8% | -91.4% | -55.2% |
| 3Y | -54.4% | +104.7% | -159.0% | -71.5% |
| All | -69.3% | -23.3% | -46.0% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling