+289.0%
DIS vs APTV
+142.3%
+146.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.3% |
| 3M | +11.5% | -14.8% | +26.3% | +16.5% |
| 6M | +8.9% | -30.6% | +39.4% | +19.2% |
| YTD | +3.4% | -48.2% | +51.6% | +23.6% |
| 1Y | +7.2% | -52.0% | +59.2% | +31.3% |
| 3Y | +43.3% | -47.0% | +90.3% | +63.3% |
| 5Y | -31.4% | -77.5% | +46.0% | +0.8% |
| 10Y | +37.1% | -27.0% | +64.0% | +27.2% |
| All | +289.0% | +142.3% | +146.7% | +127.9% |
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 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