+63.6%
DIA vs APTV
-69.9%
+133.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +1.9% | -0.2% |
| 7D | -1.2% | -1.2% | -0.1% | -1.0% |
| 30D | -2.7% | -10.6% | +8.0% | -0.5% |
| 3M | +3.3% | -35.0% | +38.3% | +12.2% |
| 6M | +10.4% | -38.9% | +49.3% | +20.7% |
| YTD | +10.0% | -41.5% | +51.5% | +21.0% |
| 1Y | +16.2% | -45.8% | +62.0% | +29.9% |
| 3Y | +58.7% | -55.7% | +114.4% | +81.0% |
| 5Y | +63.6% | -70.1% | +133.7% | +97.9% |
| All | +63.6% | -69.9% | +133.4% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling