+33.1%
MA vs APTV
-28.9%
+62.0%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.6% |
| 7D | +2.3% | -10.2% | +12.5% | +1.9% |
| 30D | +14.7% | -10.8% | +25.5% | +14.1% |
| 3M | +13.5% | -14.8% | +28.3% | +12.6% |
| 6M | +33.1% | -30.6% | +63.7% | +31.1% |
| All | +33.1% | -28.9% | +62.0% | +31.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling