+526.0%
GLW vs APTV
-27.4%
+553.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.2% | -4.3% |
| 7D | +7.7% | -1.7% | +9.5% | +8.5% |
| 30D | -18.8% | -11.6% | -7.2% | -15.3% |
| 3M | -27.7% | -21.2% | -6.5% | -21.6% |
| 6M | -44.4% | -28.5% | -15.9% | -38.3% |
| YTD | +31.3% | -49.1% | +80.4% | +62.2% |
| 1Y | +40.0% | -52.2% | +92.2% | +77.0% |
| 3Y | +339.2% | -48.6% | +387.9% | +417.8% |
| 5Y | +229.2% | -77.3% | +306.4% | +408.9% |
| All | +526.0% | -27.4% | +553.4% | +561.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling