+84.1%
EWZ vs APTV
-19.3%
+103.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.6% | +6.6% | +3.5% |
| 7D | +5.6% | +2.0% | +3.6% | +4.8% |
| 30D | +9.3% | -7.7% | +17.0% | +12.0% |
| 3M | +15.7% | -34.0% | +49.7% | +31.5% |
| 6M | +7.4% | -37.1% | +44.5% | +22.6% |
| YTD | +22.7% | -39.9% | +62.6% | +41.4% |
| 1Y | +36.4% | -44.4% | +80.8% | +61.1% |
| 3Y | +50.4% | -54.5% | +104.9% | +83.1% |
| 5Y | +67.6% | -69.1% | +136.7% | +124.5% |
| 10Y | +84.1% | -20.0% | +104.1% | +64.4% |
| All | +84.1% | -19.3% | +103.3% | +64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling