+193.5%
APTV vs VMC
+818.4%
-625.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.1% | +2.6% |
| 7D | +4.8% | -4.3% | +9.1% | +7.2% |
| 30D | +2.0% | -8.2% | +10.2% | +6.7% |
| 3M | -34.2% | -7.0% | -27.2% | -32.1% |
| 6M | -34.7% | -10.8% | -23.9% | -31.2% |
| YTD | -37.0% | -7.4% | -29.6% | -35.1% |
| 1Y | -40.4% | -9.5% | -30.9% | -38.0% |
| 3Y | -54.1% | +20.5% | -74.6% | -59.9% |
| 5Y | -68.0% | +51.6% | -119.6% | -75.3% |
| 10Y | -15.5% | +150.0% | -165.6% | -49.9% |
| All | +193.5% | +818.4% | -625.0% | +19.3% |
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