+172.4%
APTV vs TROW
+241.1%
-68.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.1% | -1.6% |
| 7D | -1.2% | -1.5% | +0.3% | -0.1% |
| 30D | -10.6% | -5.3% | -5.3% | -7.3% |
| 3M | -35.0% | +2.9% | -38.0% | -36.9% |
| 6M | -38.9% | +22.2% | -61.1% | -47.3% |
| YTD | -41.5% | +8.1% | -49.6% | -45.5% |
| 1Y | -45.8% | +5.8% | -51.6% | -48.9% |
| 3Y | -55.7% | +14.0% | -69.7% | -61.0% |
| 5Y | -70.1% | -38.3% | -31.8% | -61.1% |
| 10Y | -19.1% | +131.7% | -150.8% | -57.3% |
| All | +172.4% | +241.1% | -68.7% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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