-28.3%
APTV vs URA
+266.3%
-294.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | +0.5% |
| 7D | -1.7% | -1.5% | -0.2% | -1.3% |
| 30D | -11.6% | -10.4% | -1.2% | -8.2% |
| 3M | -21.2% | -29.6% | +8.4% | -10.9% |
| 6M | -28.5% | -40.3% | +11.8% | -14.7% |
| YTD | -49.1% | -25.5% | -23.6% | -45.8% |
| 1Y | -52.2% | -26.4% | -25.8% | -49.2% |
| 3Y | -48.6% | +31.4% | -80.1% | -60.9% |
| 5Y | -77.3% | +28.6% | -105.9% | -83.4% |
| All | -28.3% | +266.3% | -294.6% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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