+29.2%
DOW vs APTV
-39.9%
+69.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.1% | -3.2% |
| 7D | -2.4% | +4.8% | -7.2% | -2.6% |
| 30D | +0.4% | +2.0% | -1.6% | +0.3% |
| 3M | -14.4% | -34.2% | +19.8% | -10.6% |
| 6M | -7.0% | -34.7% | +27.7% | +3.4% |
| YTD | +30.2% | -37.0% | +67.2% | +41.6% |
| 1Y | +29.2% | -40.4% | +69.6% | +48.3% |
| All | +29.2% | -39.9% | +69.1% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling