+135.1%
ADI vs APTV
-69.9%
+205.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.6% |
| 7D | +2.6% | -1.2% | +3.8% | +3.0% |
| 30D | -4.6% | -10.6% | +6.0% | -0.3% |
| 3M | -9.5% | -35.0% | +25.5% | +6.9% |
| 6M | +14.8% | -38.9% | +53.8% | +37.8% |
| YTD | +35.8% | -41.5% | +77.3% | +65.0% |
| 1Y | +48.9% | -45.8% | +94.8% | +86.9% |
| 3Y | +115.6% | -55.7% | +171.3% | +181.3% |
| 5Y | +135.1% | -70.1% | +205.2% | +251.6% |
| All | +135.1% | -69.9% | +205.0% | +251.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling