-40.4%
APTV vs VSXY
+224.6%
-265.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.4% | +2.6% |
| 7D | +4.8% | -14.0% | +18.8% | +7.5% |
| 30D | +2.0% | -15.9% | +17.9% | +5.0% |
| 3M | -34.2% | +3.4% | -37.6% | -35.3% |
| 6M | -34.7% | +25.9% | -60.6% | -39.9% |
| YTD | -37.0% | +39.5% | -76.5% | -43.0% |
| 1Y | -40.4% | +194.4% | -234.7% | -53.2% |
| All | -40.4% | +224.6% | -265.0% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling