+4,191.6%
LLY vs APTV
+194.6%
+3,997.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -3.9% | -1.2% |
| 7D | -2.1% | +4.8% | -7.0% | -2.7% |
| 30D | -1.6% | +2.0% | -3.6% | -1.9% |
| 3M | +2.3% | -34.2% | +36.5% | +6.8% |
| 6M | +14.9% | -34.7% | +49.6% | +19.5% |
| YTD | +7.5% | -37.0% | +44.4% | +12.0% |
| 1Y | +55.7% | -40.4% | +96.1% | +63.1% |
| 3Y | +110.6% | -54.1% | +164.7% | +123.5% |
| 5Y | +363.4% | -68.0% | +431.4% | +404.5% |
| 10Y | +1,649.0% | -15.5% | +1,664.5% | +1,457.6% |
| All | +4,191.6% | +194.6% | +3,997.0% | +2,733.0% |
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