+421.2%
GLW vs APTV
-52.5%
+473.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +4.9% |
| 7D | +3.8% | +4.8% | -1.0% | +2.5% |
| 30D | -1.3% | +2.0% | -3.3% | -1.9% |
| 3M | -21.8% | -34.2% | +12.4% | -12.8% |
| 6M | +6.9% | -34.7% | +41.6% | +18.3% |
| YTD | +77.2% | -37.0% | +114.1% | +96.6% |
| 1Y | +123.2% | -40.4% | +163.6% | +151.3% |
| All | +421.2% | -52.5% | +473.7% | +493.7% |
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