+214.0%
AMAT vs APTV
-52.5%
+266.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.1% | +1.3% | +3.3% |
| 7D | -1.5% | +4.8% | -6.3% | -3.1% |
| 30D | -14.8% | +2.0% | -16.8% | -15.6% |
| 3M | -9.3% | -34.2% | +25.0% | +4.9% |
| 6M | +27.4% | -34.7% | +62.1% | +46.1% |
| YTD | +77.6% | -37.0% | +114.5% | +105.4% |
| 1Y | +188.9% | -40.4% | +229.3% | +241.5% |
| All | +214.0% | -52.5% | +266.5% | +256.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling