-70.7%
APTV vs VSXY
+42.7%
-113.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.9% | -8.5% | -5.5% |
| 7D | +2.0% | -6.8% | +8.7% | +3.1% |
| 30D | -7.7% | -20.4% | +12.7% | -3.4% |
| 3M | -34.0% | +2.9% | -36.9% | -35.0% |
| 6M | -37.1% | +67.9% | -105.0% | -45.9% |
| YTD | -39.9% | +44.9% | -84.8% | -46.9% |
| 1Y | -44.4% | +205.9% | -250.4% | -59.2% |
| 3Y | -54.5% | +373.9% | -428.3% | -73.7% |
| 5Y | -69.1% | +23.5% | -92.6% | -75.5% |
| All | -70.7% | +42.7% | -113.4% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling