-46.5%
APTV vs XHB
+5.8%
-52.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.4% | -0.8% | +0.9% |
| 7D | -1.9% | +9.7% | -11.6% | -7.9% |
| 30D | -1.4% | +11.7% | -13.1% | -8.7% |
| 3M | -9.3% | -1.4% | -8.0% | -8.4% |
| 6M | -27.3% | +6.8% | -34.1% | -32.0% |
| YTD | -43.1% | +5.5% | -48.6% | -46.2% |
| 1Y | -46.5% | +5.1% | -51.6% | -49.5% |
| All | -46.5% | +5.8% | -52.3% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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