+281.8%
GE vs APTV
-54.7%
+336.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +4.0% | +0.1% |
| 7D | +1.2% | +2.0% | -0.8% | +0.8% |
| 30D | -9.5% | -7.7% | -1.8% | -8.3% |
| 3M | +4.1% | -34.0% | +38.1% | +11.5% |
| 6M | +3.9% | -37.1% | +41.0% | +11.2% |
| YTD | +9.0% | -39.9% | +48.9% | +17.5% |
| 1Y | +21.9% | -44.4% | +66.4% | +33.3% |
| 3Y | +281.8% | -54.5% | +336.3% | +333.9% |
| All | +281.8% | -54.7% | +336.5% | +333.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling