-35.0%
APTV vs TRU
+228.6%
-263.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.8% | -1.8% | -3.2% |
| 7D | +2.0% | -7.2% | +9.2% | +5.6% |
| 30D | -7.7% | -2.8% | -4.9% | -6.8% |
| 3M | -34.0% | +13.0% | -47.0% | -39.1% |
| 6M | -37.1% | +0.7% | -37.8% | -38.9% |
| YTD | -39.9% | -9.0% | -30.9% | -39.4% |
| 1Y | -44.4% | -16.3% | -28.1% | -42.0% |
| 3Y | -54.5% | -1.1% | -53.4% | -59.7% |
| 5Y | -69.1% | -36.0% | -33.1% | -64.9% |
| 10Y | -20.0% | +139.9% | -159.9% | -53.5% |
| All | -35.0% | +228.6% | -263.6% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling