+33.8%
DIS vs APTV
-53.8%
+87.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -2.4% |
| 7D | -2.6% | +4.8% | -7.4% | -3.6% |
| 30D | +3.5% | +2.0% | +1.5% | +2.9% |
| 3M | +6.8% | -34.2% | +41.1% | +16.5% |
| 6M | +3.0% | -34.7% | +37.7% | +11.5% |
| YTD | -6.7% | -37.0% | +30.3% | +1.7% |
| 1Y | -10.1% | -40.4% | +30.3% | -0.8% |
| All | +33.8% | -53.8% | +87.6% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling