+417.9%
GE vs APTV
-69.9%
+487.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.2% | -2.1% |
| 7D | -1.2% | -1.2% | -0.1% | -1.0% |
| 30D | -11.3% | -10.6% | -0.6% | -8.5% |
| 3M | -1.4% | -35.0% | +33.6% | +10.5% |
| 6M | +1.2% | -38.9% | +40.1% | +14.1% |
| YTD | +5.9% | -41.5% | +47.4% | +20.6% |
| 1Y | +18.4% | -45.8% | +64.2% | +37.7% |
| 3Y | +271.0% | -55.7% | +326.7% | +348.3% |
| 5Y | +417.9% | -70.1% | +488.0% | +591.5% |
| All | +417.9% | -69.9% | +487.8% | +591.5% |
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