-43.4%
APTV vs DOCU
+80.0%
-123.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.6% | +2.3% |
| 7D | +4.8% | +6.9% | -2.1% | +3.3% |
| 30D | +2.0% | +19.0% | -17.0% | -2.0% |
| 3M | -34.2% | +34.3% | -68.5% | -38.9% |
| 6M | -34.7% | +48.0% | -82.7% | -41.0% |
| YTD | -37.0% | 0.0% | -37.0% | -38.2% |
| 1Y | -40.4% | -10.3% | -30.1% | -40.5% |
| 3Y | -54.1% | +32.4% | -86.5% | -59.9% |
| 5Y | -68.0% | -77.9% | +9.9% | -64.4% |
| All | -43.4% | +80.0% | -123.4% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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