+142.2%
APTV vs VO
+466.1%
-324.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | -4.3% | -0.2% | -4.1% | -4.0% |
| 30D | -9.7% | +0.5% | -10.1% | -10.2% |
| 3M | -20.6% | -1.1% | -19.5% | -19.2% |
| 6M | -31.7% | +6.4% | -38.1% | -37.2% |
| YTD | -48.0% | +13.5% | -61.5% | -56.3% |
| 1Y | -52.1% | +13.6% | -65.7% | -59.7% |
| 3Y | -47.9% | +65.2% | -113.1% | -73.6% |
| 5Y | -76.9% | +37.7% | -114.6% | -84.5% |
| 10Y | -26.7% | +198.4% | -225.1% | -80.4% |
| All | +142.2% | +466.1% | -324.0% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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