+36.4%
EWZ vs APTV
-43.0%
+79.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.6% | +6.6% | +2.6% |
| 7D | +5.6% | +2.0% | +3.6% | +5.2% |
| 30D | +9.3% | -7.7% | +17.0% | +10.3% |
| 3M | +15.7% | -34.0% | +49.7% | +22.3% |
| 6M | +7.4% | -37.1% | +44.5% | +14.1% |
| YTD | +22.7% | -39.9% | +62.6% | +29.3% |
| 1Y | +36.4% | -44.4% | +80.8% | +47.3% |
| All | +36.4% | -43.0% | +79.4% | +47.3% |
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