+193.5%
APTV vs VCLT
+62.8%
+130.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.0% |
| 7D | +4.8% | -0.5% | +5.3% | +5.1% |
| 30D | +2.0% | -0.9% | +2.9% | +2.5% |
| 3M | -34.2% | -3.2% | -31.0% | -33.0% |
| 6M | -34.7% | -3.8% | -30.9% | -33.2% |
| YTD | -37.0% | -2.0% | -35.0% | -36.2% |
| 1Y | -40.4% | -0.8% | -39.6% | -40.1% |
| 3Y | -54.1% | +12.3% | -66.4% | -56.6% |
| 5Y | -68.0% | -15.4% | -52.6% | -66.2% |
| 10Y | -15.5% | +15.7% | -31.3% | -13.7% |
| All | +193.5% | +62.8% | +130.7% | +239.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling