+505.6%
MA vs APTV
-19.3%
+524.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.1% |
| 7D | -1.8% | +2.0% | -3.7% | -2.4% |
| 30D | +1.4% | -7.7% | +9.1% | +3.6% |
| 3M | +17.7% | -34.0% | +51.7% | +31.5% |
| 6M | +9.7% | -37.1% | +46.8% | +22.7% |
| YTD | +0.5% | -39.9% | +40.4% | +13.4% |
| 1Y | -2.1% | -44.4% | +42.4% | +13.0% |
| 3Y | +40.1% | -54.5% | +94.6% | +65.5% |
| 5Y | +67.5% | -69.1% | +136.6% | +118.2% |
| 10Y | +505.6% | -20.0% | +525.6% | +482.1% |
| All | +505.6% | -19.3% | +524.9% | +482.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling