-28.2%
APTV vs EXEL
+325.9%
-354.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -5.0% | +1.6% | -6.6% | -5.3% |
| 30D | -12.3% | +17.4% | -29.7% | -15.3% |
| 3M | -19.9% | +38.6% | -58.6% | -25.4% |
| 6M | -29.4% | +41.2% | -70.6% | -34.7% |
| YTD | -49.0% | +59.3% | -108.3% | -54.3% |
| 1Y | -53.1% | +60.2% | -113.3% | -58.1% |
| 3Y | -48.9% | +232.6% | -281.5% | -62.4% |
| 5Y | -77.2% | +285.9% | -363.1% | -84.0% |
| All | -28.2% | +325.9% | -354.1% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling