+504.6%
DIA vs APTV
+138.1%
+366.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.1% | -1.7% | +3.9% | +2.6% |
| 30D | +1.5% | -11.6% | +13.1% | +4.7% |
| 3M | -2.4% | -21.2% | +18.8% | +3.5% |
| 6M | +6.0% | -28.5% | +34.5% | +13.6% |
| YTD | +10.1% | -49.1% | +59.1% | +28.3% |
| 1Y | +11.8% | -52.2% | +64.0% | +32.4% |
| 3Y | +59.7% | -48.6% | +108.3% | +79.1% |
| 5Y | +57.9% | -77.3% | +135.2% | +115.7% |
| 10Y | +236.2% | -26.9% | +263.1% | +199.4% |
| All | +504.6% | +138.1% | +366.5% | +264.2% |
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