+31.0%
DIS vs APTV
-27.3%
+58.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | +0.9% | -5.0% | +5.9% | +2.5% |
| 30D | +8.9% | -12.3% | +21.2% | +13.3% |
| 3M | +14.5% | -19.9% | +34.5% | +22.2% |
| 6M | +12.2% | -29.4% | +41.6% | +22.1% |
| YTD | +4.7% | -49.0% | +53.7% | +25.8% |
| 1Y | +2.8% | -53.1% | +55.9% | +27.0% |
| 3Y | +38.1% | -48.9% | +87.0% | +59.4% |
| 5Y | -23.6% | -77.2% | +53.6% | +12.0% |
| All | +31.0% | -27.3% | +58.3% | +38.5% |
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 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