-70.1%
APTV vs VMC
+48.3%
-118.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -0.6% |
| 7D | -1.2% | -5.3% | +4.2% | +2.3% |
| 30D | -10.6% | -12.3% | +1.6% | -3.1% |
| 3M | -35.0% | -10.3% | -24.7% | -31.0% |
| 6M | -38.9% | -8.6% | -30.3% | -36.1% |
| YTD | -41.5% | -11.9% | -29.6% | -37.8% |
| 1Y | -45.8% | -13.9% | -31.9% | -41.6% |
| 3Y | -55.7% | +18.2% | -73.9% | -63.4% |
| 5Y | -70.1% | +47.7% | -117.9% | -79.6% |
| All | -70.1% | +48.3% | -118.4% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling