+1,597.8%
ORLY vs APTV
+173.4%
+1,424.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.7% |
| 7D | -1.0% | -1.2% | +0.1% | -0.8% |
| 30D | -6.7% | -10.6% | +4.0% | -4.7% |
| 3M | -3.8% | -35.0% | +31.2% | +3.7% |
| 6M | -9.0% | -38.9% | +29.9% | -1.5% |
| YTD | -5.6% | -41.5% | +35.9% | +2.7% |
| 1Y | -19.5% | -45.8% | +26.3% | -11.2% |
| 3Y | +34.7% | -55.7% | +90.4% | +50.7% |
| 5Y | +118.0% | -70.1% | +188.2% | +159.3% |
| 10Y | +364.1% | -19.1% | +383.2% | +285.8% |
| All | +1,597.8% | +173.4% | +1,424.4% | +914.5% |
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