+66.2%
NDAQ vs APTV
-77.5%
+143.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +1.3% | -1.7% | +3.0% | +1.6% |
| 30D | +18.0% | -11.6% | +29.5% | +20.8% |
| 3M | +11.5% | -21.2% | +32.7% | +16.7% |
| 6M | +21.1% | -28.5% | +49.6% | +27.5% |
| YTD | +12.8% | -49.1% | +61.9% | +27.2% |
| 1Y | +25.7% | -52.2% | +77.9% | +43.6% |
| 3Y | +116.8% | -48.6% | +165.4% | +135.2% |
| All | +66.2% | -77.5% | +143.7% | +118.6% |
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