+87.9%
EQT vs APTV
+179.8%
-91.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.0% | -5.0% | +3.0% | -0.7% |
| 30D | 0.0% | -6.1% | +6.1% | +1.4% |
| 3M | +5.9% | -33.0% | +38.9% | +16.3% |
| 6M | -14.8% | -35.2% | +20.5% | -6.7% |
| YTD | +1.8% | -40.1% | +41.9% | +13.0% |
| 1Y | +7.4% | -45.6% | +53.0% | +22.1% |
| 3Y | +33.6% | -54.4% | +88.0% | +54.3% |
| 5Y | +199.3% | -68.9% | +268.2% | +273.6% |
| 10Y | +50.0% | -17.2% | +67.2% | +33.5% |
| All | +87.9% | +179.8% | -91.9% | +6.2% |
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