+136.0%
GOOG vs APTV
-69.3%
+205.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.6% |
| 7D | 0.0% | -5.0% | +5.1% | +1.4% |
| 30D | -2.0% | -6.1% | +4.1% | -0.4% |
| 3M | -5.9% | -33.0% | +27.1% | +4.6% |
| 6M | +8.9% | -35.2% | +44.1% | +20.6% |
| YTD | +7.1% | -40.1% | +47.3% | +20.8% |
| 1Y | +39.7% | -45.6% | +85.3% | +62.0% |
| 3Y | +145.8% | -54.4% | +200.2% | +193.8% |
| All | +136.0% | -69.3% | +205.3% | +207.9% |
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