-45.3%
APTV vs USHY
+50.4%
-95.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.1% |
| 7D | -1.2% | -0.1% | -1.0% | -0.8% |
| 30D | -10.6% | 0.0% | -10.6% | -10.5% |
| 3M | -35.0% | +0.8% | -35.9% | -36.5% |
| 6M | -38.9% | +1.9% | -40.8% | -41.8% |
| YTD | -41.5% | +2.3% | -43.8% | -44.7% |
| 1Y | -45.8% | +4.1% | -50.0% | -51.2% |
| 3Y | -55.7% | +27.8% | -83.5% | -76.3% |
| 5Y | -70.1% | +21.5% | -91.6% | -80.9% |
| All | -45.3% | +50.4% | -95.7% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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