+5.8%
EWZ vs APTV
+145.2%
-139.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.5% |
| 7D | +1.4% | -9.8% | +11.2% | +5.0% |
| 30D | -25.1% | -8.9% | -16.2% | -23.0% |
| 3M | -7.7% | -19.5% | +11.7% | -1.2% |
| 6M | -15.8% | -31.1% | +15.3% | -6.6% |
| YTD | +3.6% | -47.5% | +51.2% | +25.6% |
| 1Y | +5.5% | -52.3% | +57.8% | +32.2% |
| 3Y | +22.1% | -45.2% | +67.3% | +38.0% |
| 5Y | +58.3% | -76.9% | +135.2% | +140.4% |
| 10Y | +50.3% | -25.1% | +75.4% | +19.7% |
| All | +5.8% | +145.2% | -139.3% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling