-41.7%
INTU vs APTV
-69.4%
+27.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.5% | -2.7% |
| 7D | -7.5% | +2.0% | -9.5% | -8.1% |
| 30D | -1.9% | -7.7% | +5.8% | +0.4% |
| 3M | +4.9% | -34.0% | +38.9% | +18.2% |
| 6M | -33.2% | -37.1% | +3.9% | -24.4% |
| YTD | -51.4% | -39.9% | -11.5% | -44.4% |
| 1Y | -52.0% | -44.4% | -7.5% | -43.6% |
| 3Y | -40.7% | -54.5% | +13.8% | -26.8% |
| 5Y | -41.7% | -69.1% | +27.4% | -16.3% |
| All | -41.7% | -69.4% | +27.7% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling