-54.2%
APTV vs EXEL
+161.8%
-215.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.4% | -4.3% |
| 7D | +2.0% | +1.4% | +0.6% | +1.8% |
| 30D | -7.7% | +6.7% | -14.4% | -8.7% |
| 3M | -34.0% | +11.5% | -45.5% | -35.3% |
| 6M | -37.1% | +38.8% | -75.9% | -40.8% |
| YTD | -39.9% | +31.6% | -71.5% | -43.0% |
| 1Y | -44.4% | +53.0% | -97.4% | -48.9% |
| All | -54.2% | +161.8% | -215.9% | -64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling