-77.5%
APTV vs EXEL
+281.2%
-358.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | -11.6% | +13.1% | -24.7% | -14.1% |
| 3M | -21.2% | +36.3% | -57.5% | -26.8% |
| 6M | -28.5% | +34.5% | -63.0% | -33.7% |
| YTD | -49.1% | +57.4% | -106.5% | -54.8% |
| 1Y | -52.2% | +62.9% | -115.1% | -58.0% |
| 3Y | -48.6% | +229.5% | -278.1% | -65.8% |
| All | -77.5% | +281.2% | -358.7% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling