+81.9%
META vs APTV
-77.0%
+158.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +2.2% |
| 7D | -0.8% | -10.2% | +9.4% | +3.4% |
| 30D | -15.4% | -10.8% | -4.6% | -11.7% |
| 3M | +3.5% | -14.8% | +18.3% | +9.5% |
| 6M | -0.3% | -30.6% | +30.3% | +12.5% |
| YTD | -7.3% | -48.2% | +40.8% | +17.2% |
| 1Y | -1.1% | -52.0% | +50.9% | +29.3% |
| 3Y | +95.1% | -47.0% | +142.1% | +126.8% |
| All | +81.9% | -77.0% | +158.9% | +238.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling