+4,955.7%
LLY vs APTV
+142.3%
+4,813.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.4% |
| 7D | -4.5% | -10.2% | +5.7% | -3.4% |
| 30D | +13.9% | -10.8% | +24.7% | +15.3% |
| 3M | +13.8% | -14.8% | +28.6% | +15.6% |
| 6M | +37.6% | -30.6% | +68.2% | +42.1% |
| YTD | +26.6% | -48.2% | +74.8% | +34.7% |
| 1Y | +45.3% | -52.0% | +97.3% | +55.9% |
| 3Y | +132.2% | -47.0% | +179.3% | +141.7% |
| 5Y | +434.7% | -77.5% | +512.1% | +507.4% |
| 10Y | +2,084.3% | -27.0% | +2,111.3% | +1,864.2% |
| All | +4,955.7% | +142.3% | +4,813.4% | +3,306.7% |
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