+678.3%
DELL vs APTV
-56.4%
+734.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +2.9% | +1.1% |
| 7D | +8.7% | -1.2% | +9.9% | +9.1% |
| 30D | +16.9% | -10.6% | +27.5% | +20.8% |
| 3M | +40.4% | -35.0% | +75.4% | +59.8% |
| 6M | +267.1% | -38.9% | +306.0% | +321.1% |
| YTD | +329.1% | -41.5% | +370.6% | +395.9% |
| 1Y | +346.9% | -45.8% | +392.7% | +430.5% |
| All | +678.3% | -56.4% | +734.7% | +773.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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