+1,726.7%
MS vs APTV
+142.3%
+1,584.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | +1.0% |
| 7D | -1.6% | -10.2% | +8.7% | +3.1% |
| 30D | -3.8% | -10.8% | +7.0% | +1.0% |
| 3M | -14.6% | -14.8% | +0.2% | -8.9% |
| 6M | -5.1% | -30.6% | +25.5% | +7.9% |
| YTD | +4.5% | -48.2% | +52.7% | +34.0% |
| 1Y | +13.5% | -52.0% | +65.5% | +50.4% |
| 3Y | +160.4% | -47.0% | +207.4% | +212.0% |
| 5Y | +112.9% | -77.5% | +190.3% | +268.6% |
| 10Y | +633.4% | -27.0% | +660.4% | +498.8% |
| All | +1,726.7% | +142.3% | +1,584.4% | +383.4% |
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 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