+72.4%
IBM vs APTV
-54.7%
+127.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.4% |
| 7D | +0.3% | +2.0% | -1.7% | -0.1% |
| 30D | -1.5% | -7.7% | +6.2% | -0.1% |
| 3M | -16.8% | -34.0% | +17.2% | -10.5% |
| 6M | -9.0% | -37.1% | +28.1% | -2.0% |
| YTD | -20.1% | -39.9% | +19.8% | -13.2% |
| 1Y | -7.0% | -44.4% | +37.4% | +2.0% |
| 3Y | +72.4% | -54.5% | +126.9% | +87.6% |
| All | +72.4% | -54.7% | +127.1% | +87.6% |
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