+36.3%
DIS vs APTV
-25.9%
+62.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.3% |
| 7D | +4.4% | -4.3% | +8.7% | +5.8% |
| 30D | +10.3% | -9.7% | +20.0% | +13.7% |
| 3M | +15.5% | -20.6% | +36.1% | +23.5% |
| 6M | +11.2% | -31.7% | +42.9% | +22.4% |
| YTD | +5.6% | -48.0% | +53.6% | +26.1% |
| 1Y | +7.7% | -52.1% | +59.8% | +32.2% |
| 3Y | +39.3% | -47.9% | +87.2% | +59.7% |
| 5Y | -29.5% | -76.9% | +47.4% | +2.9% |
| 10Y | +36.3% | -26.7% | +63.0% | +44.9% |
| All | +36.3% | -25.9% | +62.2% | +44.9% |
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 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