-40.4%
APTV vs VCLT
-0.4%
-40.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +2.9% |
| 7D | +4.8% | -0.5% | +5.3% | +5.4% |
| 30D | +2.0% | -0.9% | +2.9% | +3.0% |
| 3M | -34.2% | -3.2% | -31.0% | -31.5% |
| 6M | -34.7% | -3.8% | -30.9% | -31.9% |
| YTD | -37.0% | -2.0% | -35.0% | -35.5% |
| 1Y | -40.4% | -0.8% | -39.6% | -38.5% |
| All | -40.4% | -0.4% | -40.0% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling