+499.9%
ABBV vs APTV
-15.8%
+515.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.0% | +1.3% |
| 7D | -2.0% | -1.8% | -0.2% | -1.8% |
| 30D | +2.0% | -7.9% | +9.9% | +3.1% |
| 3M | +14.2% | -29.9% | +44.1% | +19.4% |
| 6M | +14.1% | -36.6% | +50.7% | +20.4% |
| YTD | +14.2% | -40.0% | +54.2% | +21.1% |
| 1Y | +24.2% | -44.0% | +68.2% | +32.9% |
| 3Y | +89.8% | -54.5% | +144.3% | +105.3% |
| 5Y | +187.2% | -68.8% | +256.0% | +222.5% |
| All | +499.9% | -15.8% | +515.7% | +493.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling