-19.1%
APTV vs URA
+369.2%
-388.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.3% | -2.2% |
| 7D | -1.2% | +5.7% | -6.9% | -3.3% |
| 30D | -10.6% | +5.6% | -16.2% | -12.8% |
| 3M | -35.0% | +6.2% | -41.2% | -37.2% |
| 6M | -38.9% | -8.2% | -30.7% | -38.1% |
| YTD | -41.5% | +9.7% | -51.2% | -45.9% |
| 1Y | -45.8% | +17.0% | -62.8% | -52.3% |
| 3Y | -55.7% | +118.5% | -174.2% | -72.5% |
| 5Y | -70.1% | +134.3% | -204.5% | -83.3% |
| 10Y | -19.1% | +377.5% | -396.6% | -75.2% |
| All | -19.1% | +369.2% | -388.3% | -75.2% |
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