+179.6%
APTV vs VRSK
+401.1%
-221.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.8% | +3.2% |
| 7D | -1.8% | -7.7% | +5.9% | +1.6% |
| 30D | -7.9% | -2.8% | -5.1% | -7.1% |
| 3M | -29.9% | -3.7% | -26.2% | -29.6% |
| 6M | -36.6% | -12.8% | -23.8% | -34.0% |
| YTD | -40.0% | -21.0% | -19.0% | -35.1% |
| 1Y | -44.0% | -32.5% | -11.5% | -34.9% |
| 3Y | -54.5% | -26.5% | -28.0% | -51.0% |
| 5Y | -68.8% | -11.5% | -57.3% | -70.2% |
| 10Y | -16.9% | +125.7% | -142.6% | -51.2% |
| All | +179.6% | +401.1% | -221.5% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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