-68.8%
APTV vs TRU
-36.7%
-32.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -1.8% | -9.4% | +7.6% | +2.0% |
| 30D | -7.9% | -4.1% | -3.8% | -6.6% |
| 3M | -29.9% | +13.6% | -43.5% | -34.4% |
| 6M | -36.6% | +3.6% | -40.2% | -38.7% |
| YTD | -40.0% | -9.8% | -30.1% | -39.1% |
| 1Y | -44.0% | -13.6% | -30.4% | -42.5% |
| 3Y | -54.5% | -2.0% | -52.6% | -56.8% |
| 5Y | -68.8% | -35.8% | -33.0% | -62.3% |
| All | -68.8% | -36.7% | -32.1% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling