-6.5%
IBM vs APTV
-44.1%
+37.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.1% | -3.0% |
| 7D | -0.3% | -1.8% | +1.5% | 0.0% |
| 30D | -1.8% | -7.9% | +6.1% | -0.2% |
| 3M | -13.5% | -29.9% | +16.5% | -6.1% |
| 6M | -5.1% | -36.6% | +31.5% | +4.9% |
| YTD | -19.4% | -40.0% | +20.6% | -10.0% |
| 1Y | -6.5% | -44.0% | +37.5% | +6.1% |
| All | -6.5% | -44.1% | +37.6% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling