+511.5%
MO vs APTV
+180.9%
+330.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.5% |
| 7D | -2.0% | +2.0% | -4.0% | -2.2% |
| 30D | -0.3% | -7.7% | +7.4% | +0.5% |
| 3M | -2.9% | -34.0% | +31.1% | +1.2% |
| 6M | +5.8% | -37.1% | +42.9% | +10.4% |
| YTD | +22.0% | -39.9% | +61.9% | +27.7% |
| 1Y | +10.7% | -44.4% | +55.1% | +16.8% |
| 3Y | +94.4% | -54.5% | +148.9% | +107.4% |
| 5Y | +97.2% | -69.1% | +166.3% | +117.9% |
| 10Y | +103.0% | -20.0% | +123.0% | +86.8% |
| All | +511.5% | +180.9% | +330.6% | +385.5% |
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