-18.4%
APTV vs EXEL
+375.2%
-393.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.1% |
| 7D | -5.0% | -4.9% | -0.1% | -4.1% |
| 30D | -6.1% | +11.4% | -17.5% | -8.0% |
| 3M | -33.0% | +4.9% | -37.9% | -33.8% |
| 6M | -35.2% | +34.4% | -69.7% | -39.2% |
| YTD | -40.1% | +28.0% | -68.2% | -43.4% |
| 1Y | -45.6% | +43.6% | -89.2% | -49.9% |
| 3Y | -54.4% | +155.2% | -209.6% | -63.5% |
| 5Y | -68.9% | +181.2% | -250.1% | -75.9% |
| All | -18.4% | +375.2% | -393.6% | -35.8% |
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