-31.9%
DIS vs APTV
-77.0%
+45.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.7% |
| 7D | +5.2% | -10.2% | +15.5% | +8.7% |
| 30D | +11.5% | -10.8% | +22.3% | +15.2% |
| 3M | +11.5% | -14.8% | +26.3% | +16.4% |
| 6M | +8.9% | -30.6% | +39.4% | +18.8% |
| YTD | +3.4% | -48.2% | +51.6% | +23.9% |
| 1Y | +7.2% | -52.0% | +59.2% | +31.9% |
| 3Y | +43.3% | -47.0% | +90.3% | +61.6% |
| All | -31.9% | -77.0% | +45.1% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling