-10.3%
DIS vs APTV
-43.0%
+32.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.3% |
| 7D | -1.1% | +2.0% | -3.1% | -1.4% |
| 30D | +0.1% | -7.7% | +7.9% | +1.1% |
| 3M | +7.1% | -34.0% | +41.1% | +13.6% |
| 6M | +4.3% | -37.1% | +41.4% | +10.3% |
| YTD | -6.9% | -39.9% | +33.0% | -0.5% |
| 1Y | -10.3% | -44.4% | +34.1% | -3.2% |
| All | -10.3% | -43.0% | +32.7% | -3.2% |
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 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