+153.2%
AMAT vs APTV
-77.1%
+230.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -2.9% |
| 7D | +19.3% | -5.0% | +24.3% | +22.2% |
| 30D | -17.9% | -12.3% | -5.6% | -12.8% |
| 3M | -30.4% | -19.9% | -10.5% | -23.2% |
| 6M | -11.4% | -29.4% | +17.9% | +2.1% |
| YTD | +48.8% | -49.0% | +97.8% | +98.3% |
| 1Y | +66.0% | -53.1% | +119.1% | +130.9% |
| 3Y | +158.8% | -48.9% | +207.7% | +223.2% |
| 5Y | +153.2% | -77.2% | +230.4% | +393.8% |
| All | +153.2% | -77.1% | +230.3% | +393.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling