+137.2%
APTV vs VMC
+876.2%
-739.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -1.7% | -1.3% | -0.5% | -1.1% |
| 30D | -11.6% | +15.5% | -27.0% | -18.1% |
| 3M | -21.2% | +0.6% | -21.8% | -21.5% |
| 6M | -28.5% | +2.1% | -30.6% | -29.6% |
| YTD | -49.1% | -1.6% | -47.5% | -49.2% |
| 1Y | -52.2% | -1.2% | -51.0% | -52.4% |
| 3Y | -48.6% | +35.3% | -84.0% | -57.7% |
| 5Y | -77.3% | +43.6% | -120.9% | -81.9% |
| 10Y | -26.9% | +126.7% | -153.6% | -55.4% |
| All | +137.2% | +876.2% | -739.0% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling