+375.3%
TGT vs APTV
+180.9%
+194.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.6% | +0.1% |
| 7D | -0.6% | +2.0% | -2.6% | -1.2% |
| 30D | +9.5% | -7.7% | +17.2% | +11.6% |
| 3M | +32.3% | -34.0% | +66.3% | +45.6% |
| 6M | +37.0% | -37.1% | +74.1% | +51.4% |
| YTD | +71.0% | -39.9% | +110.9% | +90.4% |
| 1Y | +85.0% | -44.4% | +129.5% | +110.2% |
| 3Y | +46.8% | -54.5% | +101.3% | +70.5% |
| 5Y | -22.7% | -69.1% | +46.4% | -4.9% |
| 10Y | +216.3% | -20.0% | +236.3% | +205.4% |
| All | +375.3% | +180.9% | +194.3% | +273.7% |
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