+153.1%
AMAT vs APTV
-45.9%
+199.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -2.5% | -4.3% | +1.8% | -0.8% |
| 30D | -26.5% | -9.7% | -16.9% | -23.9% |
| 3M | -28.6% | -20.6% | -8.0% | -22.8% |
| 6M | -14.2% | -31.7% | +17.5% | -2.8% |
| YTD | +45.5% | -48.0% | +93.5% | +80.8% |
| 1Y | +59.3% | -52.1% | +111.4% | +104.6% |
| 3Y | +153.1% | -47.9% | +201.0% | +191.0% |
| All | +153.1% | -45.9% | +199.0% | +191.0% |
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