-69.6%
APTV vs VSH
+66.1%
-135.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | -1.2% | +3.5% | -4.7% | -2.4% |
| 30D | -10.6% | -4.4% | -6.3% | -9.4% |
| 3M | -35.0% | -45.8% | +10.8% | -20.1% |
| 6M | -38.9% | +90.1% | -129.0% | -60.1% |
| YTD | -41.5% | +120.3% | -161.8% | -65.3% |
| 1Y | -45.8% | +112.2% | -158.0% | -67.8% |
| 3Y | -55.7% | +36.6% | -92.3% | -67.1% |
| All | -69.6% | +66.1% | -135.7% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 5y: compounded portfolio wealth divided by compounded VSH 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…
5y analysis · Full analysis span regression · 6 months rolling