+646.2%
FITB vs APTV
+138.1%
+508.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +2.8% | -1.7% | +4.5% | +3.6% |
| 30D | +9.8% | -11.6% | +21.4% | +16.2% |
| 3M | -5.2% | -21.2% | +16.0% | +5.6% |
| 6M | +17.3% | -28.5% | +45.8% | +32.6% |
| YTD | +19.3% | -49.1% | +68.4% | +57.6% |
| 1Y | +32.7% | -52.2% | +84.9% | +80.7% |
| 3Y | +141.6% | -48.6% | +190.2% | +199.5% |
| 5Y | +48.9% | -77.3% | +126.1% | +172.7% |
| 10Y | +216.5% | -26.9% | +243.4% | +188.4% |
| All | +646.2% | +138.1% | +508.2% | +249.2% |
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