+653.4%
INTU vs APTV
+143.1%
+510.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.5% | +0.9% |
| 7D | -1.2% | -4.3% | +3.0% | +0.1% |
| 30D | +12.4% | -9.7% | +22.1% | +15.9% |
| 3M | +2.3% | -20.6% | +22.8% | +9.4% |
| 6M | -13.3% | -31.7% | +18.4% | -5.0% |
| YTD | -47.9% | -48.0% | +0.1% | -38.2% |
| 1Y | -47.2% | -52.1% | +4.9% | -35.7% |
| 3Y | -33.9% | -47.9% | +14.0% | -25.5% |
| 5Y | -41.3% | -76.9% | +35.6% | -14.9% |
| 10Y | +237.9% | -26.7% | +264.6% | +210.2% |
| All | +653.4% | +143.1% | +510.3% | +298.9% |
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 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