+23.7%
FITB vs APTV
-44.1%
+67.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.2% | 0.0% |
| 7D | -1.0% | -1.8% | +0.8% | -0.7% |
| 30D | -5.5% | -7.9% | +2.4% | -4.2% |
| 3M | +4.1% | -29.9% | +34.0% | +11.0% |
| 6M | +18.7% | -36.6% | +55.3% | +29.3% |
| YTD | +18.2% | -40.0% | +58.1% | +29.6% |
| 1Y | +23.7% | -44.0% | +67.7% | +37.2% |
| All | +23.7% | -44.1% | +67.7% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling