+21.2%
DIS vs APTV
-19.3%
+40.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +1.2% |
| 7D | -1.1% | +2.0% | -3.1% | -1.8% |
| 30D | +0.1% | -7.7% | +7.9% | +2.5% |
| 3M | +7.1% | -34.0% | +41.1% | +20.8% |
| 6M | +4.3% | -37.1% | +41.4% | +18.0% |
| YTD | -6.9% | -39.9% | +33.0% | +6.5% |
| 1Y | -10.3% | -44.4% | +34.1% | +5.1% |
| 3Y | +32.8% | -54.5% | +87.3% | +60.0% |
| 5Y | -41.5% | -69.1% | +27.6% | -22.1% |
| 10Y | +21.2% | -20.0% | +41.2% | +22.3% |
| All | +21.2% | -19.3% | +40.5% | +22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling