+55.0%
EWZ vs APTV
-67.9%
+122.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.3% |
| 7D | +6.5% | +4.8% | +1.7% | +5.5% |
| 30D | +4.8% | +2.0% | +2.8% | +4.3% |
| 3M | +9.9% | -34.2% | +44.1% | +19.1% |
| 6M | +1.9% | -34.7% | +36.6% | +9.9% |
| YTD | +20.3% | -37.0% | +57.3% | +30.2% |
| 1Y | +35.6% | -40.4% | +76.0% | +48.3% |
| 3Y | +43.4% | -54.1% | +97.5% | +61.8% |
| All | +55.0% | -67.9% | +122.9% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling