+1,321.9%
AMAT vs APTV
-27.4%
+1,349.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | +11.4% | -1.7% | +13.1% | +12.4% |
| 30D | -17.0% | -11.6% | -5.5% | -12.0% |
| 3M | -30.6% | -21.2% | -9.4% | -22.4% |
| 6M | -14.9% | -28.5% | +13.6% | -2.1% |
| YTD | +44.7% | -49.1% | +93.8% | +94.2% |
| 1Y | +66.9% | -52.2% | +119.1% | +131.0% |
| 3Y | +153.3% | -48.6% | +201.9% | +219.9% |
| 5Y | +146.2% | -77.3% | +223.5% | +365.7% |
| All | +1,321.9% | -27.4% | +1,349.3% | +1,589.7% |
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