+47.9%
MS vs APTV
-39.9%
+87.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.3% |
| 7D | +1.4% | +4.8% | -3.4% | +0.5% |
| 30D | -0.3% | +2.0% | -2.3% | -0.7% |
| 3M | +0.3% | -34.2% | +34.5% | +8.4% |
| 6M | +31.3% | -34.7% | +66.0% | +41.3% |
| YTD | +24.7% | -37.0% | +61.6% | +35.1% |
| 1Y | +47.9% | -40.4% | +88.3% | +63.8% |
| All | +47.9% | -39.9% | +87.8% | +63.8% |
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