+331.1%
AMD vs APTV
-53.8%
+384.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.1% | +1.6% | +3.5% |
| 7D | +2.6% | +4.8% | -2.2% | +0.6% |
| 30D | -0.9% | +2.0% | -2.9% | -2.0% |
| 3M | -8.7% | -34.2% | +25.5% | +8.1% |
| 6M | +136.3% | -34.7% | +171.0% | +176.8% |
| YTD | +123.0% | -37.0% | +160.0% | +162.4% |
| 1Y | +195.2% | -40.4% | +235.6% | +256.0% |
| All | +331.1% | -53.8% | +384.9% | +450.9% |
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