+443.8%
LLY vs APTV
-77.0%
+520.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.5% |
| 7D | -4.5% | -10.2% | +5.7% | -3.7% |
| 30D | +13.9% | -10.8% | +24.7% | +14.9% |
| 3M | +13.8% | -14.8% | +28.6% | +15.0% |
| 6M | +37.6% | -30.6% | +68.2% | +40.4% |
| YTD | +26.6% | -48.2% | +74.8% | +32.0% |
| 1Y | +45.3% | -52.0% | +97.3% | +52.5% |
| 3Y | +132.2% | -47.0% | +179.3% | +136.1% |
| All | +443.8% | -77.0% | +520.9% | +504.5% |
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