+91.4%
ORCL vs APTV
-67.9%
+159.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +2.3% |
| 7D | +5.3% | +4.8% | +0.4% | +4.1% |
| 30D | +10.0% | +2.0% | +8.0% | +9.4% |
| 3M | -32.6% | -34.2% | +1.7% | -25.8% |
| 6M | +4.9% | -34.7% | +39.6% | +14.7% |
| YTD | -17.8% | -37.0% | +19.2% | -9.5% |
| 1Y | -28.0% | -40.4% | +12.4% | -19.9% |
| 3Y | +36.0% | -54.1% | +90.1% | +56.1% |
| All | +91.4% | -67.9% | +159.3% | +140.3% |
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