-40.4%
APTV vs TRI
-38.3%
-2.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.4% | +8.5% | +2.7% |
| 7D | +4.8% | -0.5% | +5.3% | +4.8% |
| 30D | +2.0% | +7.9% | -5.9% | +2.6% |
| 3M | -34.2% | +24.1% | -58.3% | -33.2% |
| 6M | -34.7% | +3.8% | -38.5% | -32.8% |
| YTD | -37.0% | -16.9% | -20.1% | -34.3% |
| 1Y | -40.4% | -38.4% | -2.0% | -38.4% |
| All | -40.4% | -38.3% | -2.1% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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