+3,509.1%
AMAT vs APTV
+142.3%
+3,366.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.7% | +5.9% |
| 7D | -14.7% | -10.2% | -4.5% | -10.2% |
| 30D | -36.1% | -10.8% | -25.3% | -32.6% |
| 3M | -36.9% | -14.8% | -22.0% | -32.3% |
| 6M | -22.2% | -30.6% | +8.4% | -9.4% |
| YTD | +29.9% | -48.2% | +78.1% | +72.2% |
| 1Y | +43.3% | -52.0% | +95.2% | +96.9% |
| 3Y | +142.7% | -47.0% | +189.7% | +201.3% |
| 5Y | +126.2% | -77.5% | +203.7% | +324.8% |
| 10Y | +1,211.7% | -27.0% | +1,238.7% | +1,182.3% |
| All | +3,509.1% | +142.3% | +3,366.8% | +1,715.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling