+250.9%
DIS vs APTV
+194.6%
+56.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -2.7% |
| 7D | -2.6% | +4.8% | -7.4% | -4.1% |
| 30D | +3.5% | +2.0% | +1.5% | +2.5% |
| 3M | +6.8% | -34.2% | +41.1% | +20.7% |
| 6M | +3.0% | -34.7% | +37.7% | +15.3% |
| YTD | -6.7% | -37.0% | +30.3% | +5.2% |
| 1Y | -10.1% | -40.4% | +30.3% | +3.1% |
| 3Y | +33.0% | -54.1% | +87.2% | +60.1% |
| 5Y | -40.0% | -68.0% | +28.0% | -20.9% |
| 10Y | +21.1% | -15.5% | +36.6% | +7.6% |
| All | +250.9% | +194.6% | +56.3% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling