+84.7%
META vs APTV
-77.1%
+161.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.2% |
| 7D | +3.1% | -5.0% | +8.1% | +5.2% |
| 30D | -18.2% | -12.3% | -5.9% | -14.0% |
| 3M | +7.8% | -19.9% | +27.8% | +17.2% |
| 6M | +3.6% | -29.4% | +33.0% | +15.9% |
| YTD | -5.3% | -49.0% | +43.7% | +20.5% |
| 1Y | +2.7% | -53.1% | +55.8% | +35.8% |
| 3Y | +91.5% | -48.9% | +140.4% | +127.0% |
| 5Y | +84.7% | -77.2% | +161.9% | +238.7% |
| All | +84.7% | -77.1% | +161.8% | +238.7% |
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 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