+514.3%
ADSK vs APTV
+180.7%
+333.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.2% | +1.4% |
| 7D | -10.9% | -1.8% | -9.1% | -10.4% |
| 30D | -15.9% | -7.9% | -8.0% | -13.4% |
| 3M | -4.4% | -29.9% | +25.6% | +8.2% |
| 6M | -16.6% | -36.6% | +19.9% | -3.7% |
| YTD | -28.5% | -40.0% | +11.4% | -16.3% |
| 1Y | -34.6% | -44.0% | +9.4% | -21.4% |
| 3Y | -3.5% | -54.5% | +51.1% | +20.4% |
| 5Y | -25.6% | -68.8% | +43.2% | +6.7% |
| 10Y | +216.6% | -16.9% | +233.5% | +152.2% |
| All | +514.3% | +180.7% | +333.6% | +98.8% |
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 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