+436.0%
META vs APTV
-25.9%
+462.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +3.3% | -4.3% | +7.6% | +4.8% |
| 30D | -10.8% | -9.7% | -1.1% | -7.8% |
| 3M | +7.9% | -20.6% | +28.5% | +16.1% |
| 6M | +5.4% | -31.7% | +37.1% | +17.6% |
| YTD | -2.6% | -48.0% | +45.4% | +18.3% |
| 1Y | +1.9% | -52.1% | +53.9% | +27.2% |
| 3Y | +97.0% | -47.9% | +144.8% | +129.0% |
| 5Y | +97.6% | -76.9% | +174.6% | +197.0% |
| 10Y | +436.0% | -26.7% | +462.8% | +488.7% |
| All | +436.0% | -25.9% | +462.0% | +488.7% |
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