+482.7%
GE vs APTV
+138.1%
+344.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +2.7% | -1.7% | +4.4% | +3.3% |
| 30D | +8.1% | -11.6% | +19.7% | +12.8% |
| 3M | -7.9% | -21.2% | +13.3% | 0.0% |
| 6M | +12.9% | -28.5% | +41.4% | +23.9% |
| YTD | +8.2% | -49.1% | +57.2% | +33.1% |
| 1Y | +9.7% | -52.2% | +61.9% | +37.9% |
| 3Y | +266.1% | -48.6% | +314.7% | +324.0% |
| 5Y | +407.4% | -77.3% | +484.6% | +687.0% |
| 10Y | +150.3% | -26.9% | +177.2% | +134.5% |
| All | +482.7% | +138.1% | +344.7% | +237.0% |
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