+138.3%
GOOGL vs APTV
-69.7%
+208.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | -0.1% |
| 7D | -2.8% | -1.8% | -1.0% | -2.4% |
| 30D | -3.2% | -7.9% | +4.7% | -1.1% |
| 3M | -6.6% | -29.9% | +23.3% | +2.3% |
| 6M | +8.5% | -36.6% | +45.0% | +20.8% |
| YTD | +6.5% | -40.0% | +46.4% | +19.8% |
| 1Y | +39.4% | -44.0% | +83.4% | +60.0% |
| 3Y | +146.2% | -54.5% | +200.7% | +194.5% |
| 5Y | +138.3% | -68.8% | +207.1% | +209.5% |
| All | +138.3% | -69.7% | +208.0% | +209.5% |
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