+506.1%
DIA vs APTV
+142.1%
+364.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -1.6% | -8.9% | +7.3% | +0.8% |
| 30D | +1.3% | -9.5% | +10.8% | +3.8% |
| 3M | -2.1% | -20.6% | +18.5% | +3.7% |
| 6M | +6.2% | -28.9% | +35.1% | +14.1% |
| YTD | +10.3% | -48.2% | +58.6% | +28.0% |
| 1Y | +11.0% | -51.7% | +62.7% | +31.1% |
| 3Y | +60.4% | -48.1% | +108.5% | +79.3% |
| 5Y | +59.1% | -76.7% | +135.8% | +115.8% |
| 10Y | +237.1% | -25.6% | +262.7% | +198.8% |
| All | +506.1% | +142.1% | +364.0% | +263.5% |
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