+425.7%
META vs APTV
-26.1%
+451.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +3.9% | +4.7% |
| 7D | +5.7% | -9.8% | +15.5% | +9.3% |
| 30D | -10.8% | -8.9% | -1.9% | -8.1% |
| 3M | +8.4% | -19.5% | +27.9% | +16.1% |
| 6M | +5.4% | -31.1% | +36.5% | +17.2% |
| YTD | -2.6% | -47.5% | +45.0% | +17.9% |
| 1Y | +3.5% | -52.3% | +55.8% | +29.5% |
| 3Y | +102.0% | -45.2% | +147.2% | +130.5% |
| 5Y | +93.1% | -76.9% | +169.9% | +189.7% |
| 10Y | +425.7% | -25.1% | +450.8% | +477.8% |
| All | +425.7% | -26.1% | +451.8% | +477.8% |
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 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