+140.8%
IBM vs APTV
+142.1%
-1.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -1.7% | -8.9% | +7.2% | +0.4% |
| 30D | +10.1% | -9.5% | +19.6% | +12.5% |
| 3M | +4.8% | -20.6% | +25.4% | +10.2% |
| 6M | +12.6% | -28.9% | +41.5% | +20.5% |
| YTD | -13.9% | -48.2% | +34.3% | -1.4% |
| 1Y | -18.7% | -51.7% | +33.0% | -5.4% |
| 3Y | +81.9% | -48.1% | +130.0% | +102.0% |
| 5Y | +148.3% | -76.7% | +225.0% | +224.3% |
| 10Y | +143.6% | -25.6% | +169.3% | +116.8% |
| All | +140.8% | +142.1% | -1.3% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling