+57.8%
EWZ vs APTV
-77.0%
+134.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.1% | +1.4% |
| 7D | -1.5% | -10.2% | +8.7% | +0.5% |
| 30D | -24.5% | -10.8% | -13.7% | -23.0% |
| 3M | -10.7% | -14.8% | +4.1% | -8.3% |
| 6M | -19.1% | -30.6% | +11.5% | -14.3% |
| YTD | +1.6% | -48.2% | +49.8% | +13.8% |
| 1Y | +4.3% | -52.0% | +56.3% | +18.6% |
| 3Y | +19.0% | -47.0% | +66.0% | +29.0% |
| All | +57.8% | -77.0% | +134.8% | +90.5% |
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