+68.4%
FITB vs APTV
-69.9%
+138.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.4% |
| 7D | -0.4% | -1.2% | +0.8% | -0.1% |
| 30D | -5.1% | -10.6% | +5.5% | -1.3% |
| 3M | +3.5% | -35.0% | +38.5% | +20.4% |
| 6M | +17.2% | -38.9% | +56.1% | +37.7% |
| YTD | +17.6% | -41.5% | +59.1% | +40.1% |
| 1Y | +23.4% | -45.8% | +69.2% | +51.2% |
| 3Y | +129.7% | -55.7% | +185.4% | +197.5% |
| 5Y | +68.4% | -70.1% | +138.5% | +157.2% |
| All | +68.4% | -69.9% | +138.3% | +157.2% |
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 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