-69.3%
APTV vs VCLT
-17.2%
-52.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | -5.0% | -1.4% | -3.7% | -4.1% |
| 30D | -6.1% | -1.2% | -4.9% | -5.3% |
| 3M | -33.0% | -4.8% | -28.2% | -30.6% |
| 6M | -35.2% | -2.6% | -32.7% | -33.9% |
| YTD | -40.1% | -3.3% | -36.8% | -38.6% |
| 1Y | -45.6% | -4.8% | -40.8% | -43.5% |
| 3Y | -54.4% | +11.5% | -65.9% | -57.3% |
| All | -69.3% | -17.2% | -52.1% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling