+44.9%
AMZN vs APTV
-69.9%
+114.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.8% |
| 7D | -1.0% | -1.2% | +0.1% | -0.7% |
| 30D | -9.2% | -10.6% | +1.4% | -5.6% |
| 3M | +3.4% | -35.0% | +38.4% | +19.5% |
| 6M | +18.2% | -38.9% | +57.1% | +38.1% |
| YTD | +9.3% | -41.5% | +50.9% | +28.9% |
| 1Y | +5.9% | -45.8% | +51.8% | +28.6% |
| 3Y | +82.6% | -55.7% | +138.3% | +132.6% |
| 5Y | +44.9% | -70.1% | +115.0% | +104.8% |
| All | +44.9% | -69.9% | +114.7% | +104.8% |
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