+47.4%
EWZ vs APTV
-27.0%
+74.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.1% | +1.8% |
| 7D | -1.5% | -10.2% | +8.7% | +1.9% |
| 30D | -24.5% | -10.8% | -13.7% | -22.0% |
| 3M | -10.7% | -14.8% | +4.1% | -6.7% |
| 6M | -19.1% | -30.6% | +11.5% | -11.0% |
| YTD | +1.6% | -48.2% | +49.8% | +22.3% |
| 1Y | +4.3% | -52.0% | +56.3% | +28.6% |
| 3Y | +19.0% | -47.0% | +66.0% | +35.2% |
| 5Y | +57.7% | -77.5% | +135.1% | +138.9% |
| All | +47.4% | -27.0% | +74.4% | +38.0% |
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