-22.2%
AMAT vs APTV
-28.9%
+6.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.7% | +5.1% |
| 7D | -14.7% | -10.2% | -4.5% | -12.2% |
| 30D | -36.1% | -10.8% | -25.3% | -34.1% |
| 3M | -36.9% | -14.8% | -22.0% | -34.4% |
| 6M | -22.2% | -30.6% | +8.4% | -10.0% |
| All | -22.2% | -28.9% | +6.7% | -10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling