+1,527.5%
META vs APTV
+127.7%
+1,399.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | -0.1% |
| 7D | +6.7% | +4.8% | +1.9% | +5.0% |
| 30D | +4.8% | +2.0% | +2.8% | +3.9% |
| 3M | -1.6% | -34.2% | +32.6% | +12.6% |
| 6M | -7.5% | -34.7% | +27.2% | +4.9% |
| YTD | -6.4% | -37.0% | +30.6% | +6.8% |
| 1Y | -17.3% | -40.4% | +23.1% | -4.0% |
| 3Y | +109.9% | -54.1% | +164.0% | +157.0% |
| 5Y | +65.4% | -68.0% | +133.4% | +124.4% |
| 10Y | +391.8% | -15.5% | +407.3% | +352.5% |
| All | +1,527.5% | +127.7% | +1,399.8% | +1,299.6% |
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