-17.3%
META vs APTV
-39.9%
+22.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.4% |
| 7D | +6.7% | +4.8% | +1.9% | +5.8% |
| 30D | +4.8% | +2.0% | +2.8% | +4.3% |
| 3M | -1.6% | -34.2% | +32.6% | +5.8% |
| 6M | -7.5% | -34.7% | +27.2% | -0.4% |
| YTD | -6.4% | -37.0% | +30.6% | +0.2% |
| 1Y | -17.3% | -40.4% | +23.1% | -6.0% |
| All | -17.3% | -39.9% | +22.6% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling