+2,078.7%
MS vs APTV
+194.6%
+1,884.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -1.1% |
| 7D | +1.4% | +4.8% | -3.4% | -0.7% |
| 30D | -0.3% | +2.0% | -2.3% | -1.3% |
| 3M | +0.3% | -34.2% | +34.5% | +18.8% |
| 6M | +31.3% | -34.7% | +66.0% | +53.4% |
| YTD | +24.7% | -37.0% | +61.6% | +47.2% |
| 1Y | +47.9% | -40.4% | +88.3% | +78.4% |
| 3Y | +178.3% | -54.1% | +232.4% | +260.8% |
| 5Y | +144.9% | -68.0% | +212.9% | +259.6% |
| 10Y | +804.5% | -15.5% | +820.1% | +600.3% |
| All | +2,078.7% | +194.6% | +1,884.1% | +431.1% |
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