+92.3%
MA vs APTV
-77.0%
+169.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.3% |
| 7D | +2.3% | -10.2% | +12.5% | +4.8% |
| 30D | +14.7% | -10.8% | +25.5% | +17.6% |
| 3M | +13.5% | -14.8% | +28.3% | +17.2% |
| 6M | +33.1% | -30.6% | +63.7% | +41.5% |
| YTD | +15.1% | -48.2% | +63.2% | +31.3% |
| 1Y | +18.7% | -52.0% | +70.7% | +38.3% |
| 3Y | +72.1% | -47.0% | +119.1% | +86.1% |
| All | +92.3% | -77.0% | +169.3% | +182.5% |
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