+491.2%
GE vs APTV
+194.6%
+296.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | 0.0% |
| 7D | -1.6% | +4.8% | -6.4% | -3.3% |
| 30D | -11.6% | +2.0% | -13.6% | -12.4% |
| 3M | +3.0% | -34.2% | +37.3% | +18.2% |
| 6M | -0.5% | -34.7% | +34.1% | +12.8% |
| YTD | +9.7% | -37.0% | +46.7% | +25.4% |
| 1Y | +20.0% | -40.4% | +60.4% | +39.5% |
| 3Y | +275.8% | -54.1% | +329.9% | +360.2% |
| 5Y | +429.1% | -68.0% | +497.1% | +621.1% |
| 10Y | +151.2% | -15.5% | +166.7% | +123.1% |
| All | +491.2% | +194.6% | +296.6% | +217.6% |
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