+515.7%
DIA vs APTV
+194.6%
+321.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.3% |
| 7D | -0.2% | +4.8% | -5.0% | -1.4% |
| 30D | -1.5% | +2.0% | -3.5% | -2.2% |
| 3M | +3.8% | -34.2% | +38.0% | +14.8% |
| 6M | +10.3% | -34.7% | +44.9% | +21.1% |
| YTD | +12.1% | -37.0% | +49.1% | +23.8% |
| 1Y | +18.6% | -40.4% | +59.0% | +32.8% |
| 3Y | +60.6% | -54.1% | +114.7% | +86.8% |
| 5Y | +64.4% | -68.0% | +132.4% | +104.4% |
| 10Y | +250.1% | -15.5% | +265.6% | +200.8% |
| All | +515.7% | +194.6% | +321.1% | +251.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling