+1,315.3%
AMAT vs APTV
-26.1%
+1,341.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.2% | +10.2% | +10.8% |
| 7D | -1.1% | -9.8% | +8.7% | +4.0% |
| 30D | -26.9% | -8.9% | -18.0% | -23.6% |
| 3M | -31.2% | -19.5% | -11.7% | -24.0% |
| 6M | -14.7% | -31.1% | +16.4% | 0.0% |
| YTD | +44.7% | -47.5% | +92.3% | +91.3% |
| 1Y | +62.0% | -52.3% | +114.2% | +124.5% |
| 3Y | +165.0% | -45.2% | +210.1% | +223.5% |
| 5Y | +147.1% | -76.9% | +224.0% | +362.7% |
| 10Y | +1,315.3% | -25.1% | +1,340.4% | +1,590.1% |
| All | +1,315.3% | -26.1% | +1,341.4% | +1,590.1% |
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