-18.2%
APTV vs VMC
+154.4%
-172.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.5% |
| 7D | -1.8% | -3.7% | +1.9% | +0.5% |
| 30D | -7.9% | -12.8% | +4.8% | 0.0% |
| 3M | -29.9% | -7.9% | -22.0% | -26.8% |
| 6M | -36.6% | -7.5% | -29.1% | -34.1% |
| YTD | -40.0% | -11.6% | -28.3% | -36.2% |
| 1Y | -44.0% | -14.3% | -29.8% | -39.6% |
| 3Y | -54.5% | +18.5% | -73.0% | -61.0% |
| 5Y | -68.8% | +46.8% | -115.6% | -76.8% |
| All | -18.2% | +154.4% | -172.6% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling