+172.4%
APTV vs VNQ
+204.1%
-31.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.6% | -1.7% |
| 7D | -1.2% | -0.9% | -0.3% | -0.3% |
| 30D | -10.6% | -2.2% | -8.4% | -8.8% |
| 3M | -35.0% | -1.9% | -33.1% | -34.0% |
| 6M | -38.9% | +3.2% | -42.1% | -41.1% |
| YTD | -41.5% | +9.4% | -50.9% | -46.6% |
| 1Y | -45.8% | +7.5% | -53.3% | -49.7% |
| 3Y | -55.7% | +31.1% | -86.8% | -65.7% |
| 5Y | -70.1% | +6.6% | -76.7% | -71.8% |
| 10Y | -19.1% | +63.9% | -83.0% | -45.5% |
| All | +172.4% | +204.1% | -31.7% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling