+42.7%
ORCL vs APTV
-77.5%
+120.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +8.0% | -1.7% | +9.7% | +8.4% |
| 30D | -4.0% | -11.6% | +7.6% | -1.3% |
| 3M | -19.5% | -21.2% | +1.7% | -14.9% |
| 6M | -33.5% | -28.5% | -4.9% | -28.7% |
| YTD | -34.8% | -49.1% | +14.2% | -24.6% |
| 1Y | -41.6% | -52.2% | +10.6% | -31.5% |
| 3Y | +13.8% | -48.6% | +62.4% | +26.1% |
| All | +42.7% | -77.5% | +120.1% | +106.9% |
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