+469.7%
ABT vs APTV
+194.6%
+275.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.0% |
| 7D | -3.7% | +4.8% | -8.5% | -4.5% |
| 30D | +2.5% | +2.0% | +0.5% | +2.0% |
| 3M | +20.2% | -34.2% | +54.4% | +29.2% |
| 6M | -2.9% | -34.7% | +31.7% | +3.8% |
| YTD | -11.9% | -37.0% | +25.1% | -5.5% |
| 1Y | -16.5% | -40.4% | +23.9% | -9.6% |
| 3Y | +12.1% | -54.1% | +66.2% | +24.7% |
| 5Y | -7.4% | -68.0% | +60.6% | +7.9% |
| 10Y | +210.7% | -15.5% | +226.2% | +168.4% |
| All | +469.7% | +194.6% | +275.1% | +280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling