+54.2%
EWZ vs APTV
-77.5%
+131.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | +0.8% | -1.7% | +2.5% | +1.1% |
| 30D | -24.4% | -11.6% | -12.8% | -22.7% |
| 3M | -4.6% | -21.2% | +16.6% | -0.4% |
| 6M | -11.6% | -28.5% | +17.0% | -6.9% |
| YTD | +2.4% | -49.1% | +51.5% | +15.1% |
| 1Y | +2.1% | -52.2% | +54.3% | +16.3% |
| 3Y | +18.7% | -48.6% | +67.3% | +29.6% |
| All | +54.2% | -77.5% | +131.7% | +89.5% |
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