+195.6%
EQT vs APTV
-69.2%
+264.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.0% | 0.0% |
| 7D | -1.2% | -1.8% | +0.6% | -0.8% |
| 30D | +1.1% | -7.9% | +9.0% | +2.8% |
| 3M | +4.8% | -29.9% | +34.7% | +12.6% |
| 6M | -10.6% | -36.6% | +26.0% | -2.4% |
| YTD | +3.4% | -40.0% | +43.4% | +13.7% |
| 1Y | +8.7% | -44.0% | +52.7% | +21.4% |
| 3Y | +35.0% | -54.5% | +89.5% | +56.8% |
| All | +195.6% | -69.2% | +264.8% | +240.7% |
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