+63.9%
META vs APTV
-69.4%
+133.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +1.4% |
| 7D | +6.0% | +2.0% | +4.1% | +5.1% |
| 30D | +3.6% | -7.7% | +11.3% | +6.9% |
| 3M | +4.9% | -34.0% | +38.9% | +23.0% |
| 6M | -4.7% | -37.1% | +32.4% | +12.6% |
| YTD | -6.9% | -39.9% | +33.0% | +11.2% |
| 1Y | -18.2% | -44.4% | +26.2% | +1.1% |
| 3Y | +107.8% | -54.5% | +162.2% | +170.2% |
| 5Y | +63.9% | -69.1% | +133.0% | +161.9% |
| All | +63.9% | -69.4% | +133.3% | +161.9% |
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 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