+247.9%
SOXX vs APTV
-69.3%
+317.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +1.4% | -5.0% | +6.4% | +3.6% |
| 30D | -3.6% | -6.1% | +2.5% | -1.0% |
| 3M | -10.2% | -33.0% | +22.8% | +6.9% |
| 6M | +54.2% | -35.2% | +89.5% | +84.5% |
| YTD | +75.2% | -40.1% | +115.4% | +116.2% |
| 1Y | +107.5% | -45.6% | +153.1% | +168.7% |
| 3Y | +226.8% | -54.4% | +281.1% | +340.7% |
| All | +247.9% | -69.3% | +317.2% | +463.9% |
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