+37.2%
DIS vs APTV
-48.7%
+85.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.9% | -1.7% | +3.7% | +2.3% |
| 30D | +9.2% | -11.6% | +20.7% | +12.0% |
| 3M | +13.5% | -21.2% | +34.7% | +19.2% |
| 6M | +14.3% | -28.5% | +42.8% | +20.2% |
| YTD | +5.4% | -49.1% | +54.4% | +20.9% |
| 1Y | +12.2% | -52.2% | +64.3% | +30.9% |
| 3Y | +37.2% | -48.6% | +85.8% | +47.4% |
| All | +37.2% | -48.7% | +85.9% | +47.4% |
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