+1,887.7%
MA vs APTV
+145.2%
+1,742.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | -0.3% | -9.8% | +9.4% | +2.8% |
| 30D | +11.3% | -8.9% | +20.2% | +14.4% |
| 3M | +16.7% | -19.5% | +36.1% | +24.1% |
| 6M | +32.8% | -31.1% | +63.9% | +44.9% |
| YTD | +15.6% | -47.5% | +63.2% | +36.4% |
| 1Y | +19.6% | -52.3% | +71.9% | +45.4% |
| 3Y | +72.1% | -45.2% | +117.3% | +90.1% |
| 5Y | +96.0% | -76.9% | +172.9% | +183.6% |
| 10Y | +554.8% | -25.1% | +579.9% | +462.8% |
| All | +1,887.7% | +145.2% | +1,742.5% | +1,025.8% |
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