-70.1%
APTV vs TRMB
-39.0%
-31.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.3% | -1.3% |
| 7D | -1.2% | -2.9% | +1.7% | +0.6% |
| 30D | -10.6% | -1.8% | -8.9% | -9.9% |
| 3M | -35.0% | +8.4% | -43.4% | -39.0% |
| 6M | -38.9% | -18.5% | -20.4% | -31.7% |
| YTD | -41.5% | -26.7% | -14.8% | -30.4% |
| 1Y | -45.8% | -28.3% | -17.5% | -34.9% |
| 3Y | -55.7% | +12.6% | -68.3% | -62.1% |
| 5Y | -70.1% | -38.7% | -31.4% | -64.9% |
| All | -70.1% | -39.0% | -31.1% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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