+40.7%
ABBV vs APTV
-46.4%
+87.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.6% | -1.6% | +2.9% |
| 7D | +3.1% | -1.9% | +5.0% | +3.1% |
| 30D | +11.6% | -1.4% | +13.1% | +11.6% |
| 3M | +21.7% | -9.3% | +31.0% | +21.9% |
| 6M | +43.5% | -27.3% | +70.9% | +43.3% |
| YTD | +32.9% | -43.1% | +76.0% | +30.6% |
| 1Y | +40.7% | -46.5% | +87.1% | +39.8% |
| All | +40.7% | -46.4% | +87.0% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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