+112.4%
MS vs APTV
-77.0%
+189.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | +0.6% |
| 7D | -1.6% | -10.2% | +8.7% | +2.0% |
| 30D | -3.8% | -10.8% | +7.0% | -0.1% |
| 3M | -14.6% | -14.8% | +0.2% | -10.3% |
| 6M | -5.1% | -30.6% | +25.5% | +4.6% |
| YTD | +4.5% | -48.2% | +52.7% | +26.9% |
| 1Y | +13.5% | -52.0% | +65.5% | +41.5% |
| 3Y | +160.4% | -47.0% | +207.4% | +199.6% |
| All | +112.4% | -77.0% | +189.4% | +227.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling