+7.7%
DIS vs APTV
-52.9%
+60.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.2% |
| 7D | +4.4% | -4.3% | +8.7% | +5.0% |
| 30D | +10.3% | -9.7% | +20.0% | +11.6% |
| 3M | +15.5% | -20.6% | +36.1% | +18.7% |
| 6M | +11.2% | -31.7% | +42.9% | +14.3% |
| YTD | +5.6% | -48.0% | +53.6% | +14.7% |
| 1Y | +7.7% | -52.1% | +59.8% | +21.1% |
| All | +7.7% | -52.9% | +60.6% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling