+1,497.9%
META vs APTV
+94.0%
+1,403.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.6% | +1.6% | -2.1% |
| 7D | -3.1% | -8.1% | +4.9% | -0.5% |
| 30D | -18.1% | -8.7% | -9.5% | -15.7% |
| 3M | +2.9% | -13.1% | +16.0% | +7.2% |
| 6M | +0.2% | -25.5% | +25.7% | +8.3% |
| YTD | -8.1% | -46.3% | +38.2% | +10.1% |
| 1Y | -4.5% | -51.1% | +46.6% | +18.1% |
| 3Y | +94.2% | -47.3% | +141.5% | +124.8% |
| 5Y | +79.1% | -76.7% | +155.7% | +168.0% |
| 10Y | +405.9% | -24.4% | +430.3% | +381.7% |
| All | +1,497.9% | +94.0% | +1,403.9% | +1,344.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling