+20.9%
MS vs APTV
-46.4%
+67.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.6% | -0.4% | +3.4% |
| 7D | +2.6% | -1.9% | +4.5% | +2.9% |
| 30D | +2.6% | -1.4% | +4.0% | +2.8% |
| 3M | -10.1% | -9.3% | -0.7% | -8.8% |
| 6M | +4.4% | -27.3% | +31.7% | +8.0% |
| YTD | +11.7% | -43.1% | +54.9% | +22.8% |
| 1Y | +20.9% | -46.5% | +67.4% | +34.7% |
| All | +20.9% | -46.4% | +67.3% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling