+645.1%
FITB vs APTV
+194.6%
+450.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -1.7% |
| 7D | +0.6% | +4.8% | -4.2% | -1.7% |
| 30D | -4.7% | +2.0% | -6.7% | -6.0% |
| 3M | +6.7% | -34.2% | +40.9% | +28.3% |
| 6M | +12.6% | -34.7% | +47.2% | +33.2% |
| YTD | +19.1% | -37.0% | +56.1% | +42.7% |
| 1Y | +22.6% | -40.4% | +63.0% | +50.4% |
| 3Y | +127.1% | -54.1% | +181.2% | +201.8% |
| 5Y | +71.8% | -68.0% | +139.8% | +165.0% |
| 10Y | +287.2% | -15.5% | +302.7% | +228.3% |
| All | +645.1% | +194.6% | +450.5% | +216.3% |
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