+3.8%
EWZ vs APTV
+142.3%
-138.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.1% | +1.9% |
| 7D | -1.5% | -10.2% | +8.7% | +2.2% |
| 30D | -24.5% | -10.8% | -13.7% | -21.8% |
| 3M | -10.7% | -14.8% | +4.1% | -6.4% |
| 6M | -19.1% | -30.6% | +11.5% | -10.5% |
| YTD | +1.6% | -48.2% | +49.8% | +23.7% |
| 1Y | +4.3% | -52.0% | +56.3% | +30.3% |
| 3Y | +19.0% | -47.0% | +66.0% | +36.3% |
| 5Y | +57.7% | -77.5% | +135.1% | +142.0% |
| 10Y | +51.3% | -27.0% | +78.3% | +21.8% |
| All | +3.8% | +142.3% | -138.5% | -58.9% |
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