-55.4%
APTV vs VMC
+17.4%
-72.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -1.2% |
| 7D | -1.2% | -5.3% | +4.2% | +1.4% |
| 30D | -10.6% | -12.3% | +1.6% | -5.1% |
| 3M | -35.0% | -10.3% | -24.7% | -32.0% |
| 6M | -38.9% | -8.6% | -30.3% | -36.7% |
| YTD | -41.5% | -11.9% | -29.6% | -38.5% |
| 1Y | -45.8% | -13.9% | -31.9% | -42.6% |
| All | -55.4% | +17.4% | -72.8% | -59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling