-50.3%
APTV vs VLTO
+27.2%
-77.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.7% |
| 7D | +4.8% | -2.3% | +7.1% | +5.8% |
| 30D | +2.0% | -0.9% | +2.9% | +2.3% |
| 3M | -34.2% | +13.8% | -48.1% | -38.5% |
| 6M | -34.7% | +2.0% | -36.7% | -35.5% |
| YTD | -37.0% | -3.2% | -33.8% | -36.3% |
| 1Y | -40.4% | -9.2% | -31.2% | -37.6% |
| All | -50.3% | +27.2% | -77.5% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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