+193.5%
APTV vs VSH
+292.4%
-98.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.4% | -1.4% | +1.0% |
| 7D | +4.8% | +4.1% | +0.8% | +2.8% |
| 30D | +2.0% | -4.2% | +6.2% | +3.4% |
| 3M | -34.2% | -50.0% | +15.7% | -13.3% |
| 6M | -34.7% | +80.2% | -114.8% | -57.8% |
| YTD | -37.0% | +121.1% | -158.1% | -64.3% |
| 1Y | -40.4% | +112.0% | -152.4% | -66.0% |
| 3Y | -54.1% | +22.5% | -76.6% | -66.6% |
| 5Y | -68.0% | +64.0% | -132.1% | -80.5% |
| 10Y | -15.5% | +170.4% | -185.9% | -60.8% |
| All | +193.5% | +292.4% | -98.9% | +14.3% |
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