+193.5%
APTV vs EXEL
+1,321.9%
-1,128.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | +4.8% | +8.4% | -3.6% | +3.7% |
| 30D | +2.0% | +4.1% | -2.1% | +1.4% |
| 3M | -34.2% | +12.4% | -46.7% | -35.4% |
| 6M | -34.7% | +41.5% | -76.2% | -38.0% |
| YTD | -37.0% | +34.6% | -71.6% | -39.8% |
| 1Y | -40.4% | +57.9% | -98.3% | -44.5% |
| 3Y | -54.1% | +159.5% | -213.6% | -60.6% |
| 5Y | -68.0% | +198.5% | -266.5% | -73.3% |
| 10Y | -15.5% | +411.4% | -426.9% | -35.1% |
| All | +193.5% | +1,321.9% | -1,128.5% | +84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling