-70.1%
APTV vs USFR
+20.4%
-90.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -1.2% | +0.1% | -1.2% | -1.0% |
| 30D | -10.6% | +0.3% | -10.9% | -10.1% |
| 3M | -35.0% | +1.0% | -36.0% | -33.6% |
| 6M | -38.9% | +1.9% | -40.8% | -36.6% |
| YTD | -41.5% | +2.7% | -44.2% | -38.6% |
| 1Y | -45.8% | +4.0% | -49.8% | -42.3% |
| 3Y | -55.7% | +14.0% | -69.7% | -42.9% |
| 5Y | -70.1% | +20.4% | -90.5% | -57.1% |
| All | -70.1% | +20.4% | -90.5% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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