+83.0%
IBM vs APTV
-47.9%
+130.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -1.7% | -8.9% | +7.2% | 0.0% |
| 30D | +10.1% | -9.5% | +19.6% | +12.1% |
| 3M | +4.8% | -20.6% | +25.4% | +9.2% |
| 6M | +12.6% | -28.9% | +41.5% | +19.2% |
| YTD | -13.9% | -48.2% | +34.3% | -3.7% |
| 1Y | -18.7% | -51.7% | +33.0% | -8.1% |
| All | +83.0% | -47.9% | +130.9% | +101.4% |
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