-18.4%
APTV vs TRU
+147.2%
-165.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | -5.0% | -2.7% | -2.3% | -3.7% |
| 30D | -6.1% | -2.0% | -4.0% | -5.5% |
| 3M | -33.0% | +18.4% | -51.4% | -39.6% |
| 6M | -35.2% | +8.9% | -44.1% | -39.6% |
| YTD | -40.1% | -8.9% | -31.2% | -39.6% |
| 1Y | -45.6% | -15.9% | -29.7% | -43.3% |
| 3Y | -54.4% | -1.1% | -53.3% | -59.6% |
| 5Y | -68.9% | -35.2% | -33.7% | -64.5% |
| All | -18.4% | +147.2% | -165.6% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling