+295.8%
AMD vs APTV
-77.1%
+372.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.5% | +7.4% | +6.7% |
| 7D | +44.7% | -5.0% | +49.7% | +48.5% |
| 30D | -3.3% | -12.3% | +9.0% | +3.7% |
| 3M | +21.2% | -19.9% | +41.1% | +35.7% |
| 6M | +30.6% | -29.4% | +59.9% | +53.5% |
| YTD | +173.3% | -49.0% | +222.3% | +277.9% |
| 1Y | +126.1% | -53.1% | +179.2% | +229.2% |
| 3Y | +393.5% | -48.9% | +442.4% | +531.0% |
| 5Y | +295.8% | -77.2% | +373.0% | +766.6% |
| All | +295.8% | -77.1% | +372.9% | +766.6% |
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