+5.6%
META vs APTV
-53.2%
+58.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +5.2% | -1.7% | +6.9% | +5.4% |
| 30D | -13.0% | -11.6% | -1.4% | -11.6% |
| 3M | +7.9% | -21.2% | +29.1% | +11.4% |
| 6M | +4.2% | -28.5% | +32.8% | +9.1% |
| YTD | -2.5% | -49.1% | +46.5% | +6.6% |
| 1Y | +5.6% | -52.2% | +57.8% | +16.9% |
| All | +5.6% | -53.2% | +58.7% | +16.9% |
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