-15.9%
APTV vs VT
+224.5%
-240.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +4.8% | +0.4% | +4.4% | +4.1% |
| 30D | +2.0% | +1.0% | +1.0% | +0.6% |
| 3M | -34.2% | +2.4% | -36.6% | -36.8% |
| 6M | -34.7% | +12.0% | -46.7% | -45.5% |
| YTD | -37.0% | +15.3% | -52.3% | -49.7% |
| 1Y | -40.4% | +22.6% | -63.0% | -56.7% |
| 3Y | -54.1% | +74.7% | -128.8% | -80.7% |
| 5Y | -68.0% | +66.1% | -134.2% | -84.9% |
| All | -15.9% | +224.5% | -240.4% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling