+197.1%
ABT vs APTV
-16.1%
+213.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | -5.9% | -5.0% | -0.9% | -5.1% |
| 30D | -8.1% | -6.1% | -2.0% | -7.2% |
| 3M | +14.5% | -33.0% | +47.5% | +21.6% |
| 6M | -6.3% | -35.2% | +29.0% | -0.6% |
| YTD | -17.1% | -40.1% | +23.0% | -11.1% |
| 1Y | -21.4% | -45.6% | +24.2% | -14.4% |
| 3Y | +5.9% | -54.4% | +60.3% | +16.4% |
| 5Y | -12.8% | -68.9% | +56.1% | +0.1% |
| All | +197.1% | -16.1% | +213.2% | +193.7% |
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