+144.5%
IBM vs APTV
-21.3%
+165.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.7% | +6.1% | +4.0% |
| 7D | +3.6% | -1.2% | +4.7% | +3.8% |
| 30D | +1.5% | -10.6% | +12.2% | +4.0% |
| 3M | -12.9% | -35.0% | +22.1% | -4.8% |
| 6M | -3.9% | -38.9% | +35.0% | +6.0% |
| YTD | -17.3% | -41.5% | +24.2% | -8.1% |
| 1Y | -5.0% | -45.8% | +40.8% | +7.3% |
| 3Y | +78.2% | -55.7% | +133.9% | +104.8% |
| 5Y | +120.6% | -70.1% | +190.7% | +169.3% |
| 10Y | +144.5% | -19.1% | +163.6% | +126.7% |
| All | +144.5% | -21.3% | +165.8% | +126.7% |
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 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