-18.4%
APTV vs VNQ
+64.0%
-82.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -1.0% |
| 7D | -5.0% | -1.3% | -3.8% | -3.9% |
| 30D | -6.1% | -2.6% | -3.5% | -3.7% |
| 3M | -33.0% | -2.0% | -31.0% | -31.9% |
| 6M | -35.2% | +4.3% | -39.6% | -38.3% |
| YTD | -40.1% | +9.2% | -49.4% | -45.6% |
| 1Y | -45.6% | +5.6% | -51.2% | -48.9% |
| 3Y | -54.4% | +30.8% | -85.2% | -65.2% |
| 5Y | -68.9% | +8.0% | -76.9% | -71.2% |
| All | -18.4% | +64.0% | -82.5% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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