-23.8%
INTU vs APTV
-33.5%
+9.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.1% | -6.4% | -3.2% |
| 7D | -7.1% | +4.8% | -11.9% | -6.9% |
| 30D | +1.5% | +2.0% | -0.5% | +1.5% |
| 3M | +10.7% | -34.2% | +44.9% | +9.2% |
| 6M | -23.8% | -34.7% | +10.8% | -18.9% |
| All | -23.8% | -33.5% | +9.7% | -18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling