+137.2%
APTV vs VSH
+229.5%
-92.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.1% | +1.7% |
| 7D | -1.7% | +14.3% | -16.1% | -8.3% |
| 30D | -11.6% | -7.9% | -3.7% | -11.0% |
| 3M | -21.2% | -19.9% | -1.3% | -16.9% |
| 6M | -28.5% | -30.5% | +2.0% | -25.3% |
| YTD | -49.1% | +85.7% | -134.7% | -70.1% |
| 1Y | -52.2% | +98.9% | -151.1% | -73.0% |
| 3Y | -48.6% | +32.1% | -80.7% | -66.5% |
| 5Y | -77.3% | +39.7% | -116.9% | -85.8% |
| 10Y | -26.9% | +117.6% | -144.5% | -64.2% |
| All | +137.2% | +229.5% | -92.4% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling