+365.6%
ORCL vs APTV
+142.3%
+223.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.7% |
| 7D | -11.2% | -10.2% | -0.9% | -8.9% |
| 30D | -18.8% | -10.8% | -8.0% | -16.6% |
| 3M | -18.8% | -14.8% | -4.0% | -15.7% |
| 6M | -39.7% | -30.6% | -9.2% | -34.7% |
| YTD | -39.6% | -48.2% | +8.5% | -30.0% |
| 1Y | -51.7% | -52.0% | +0.2% | -43.1% |
| 3Y | +10.2% | -47.0% | +57.3% | +22.7% |
| 5Y | +30.8% | -77.5% | +108.3% | +76.1% |
| 10Y | +252.1% | -27.0% | +279.0% | +209.8% |
| All | +365.6% | +142.3% | +223.3% | +142.2% |
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