+35.6%
EWZ vs APTV
-39.9%
+75.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.1% |
| 7D | +6.5% | +4.8% | +1.7% | +5.8% |
| 30D | +4.8% | +2.0% | +2.8% | +4.5% |
| 3M | +9.9% | -34.2% | +44.1% | +16.4% |
| 6M | +1.9% | -34.7% | +36.6% | +7.8% |
| YTD | +20.3% | -37.0% | +57.3% | +26.1% |
| 1Y | +35.6% | -40.4% | +76.0% | +45.8% |
| All | +35.6% | -39.9% | +75.5% | +45.8% |
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