+475.0%
TSCO vs APTV
+173.4%
+301.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.0% | -3.0% |
| 7D | -2.5% | -1.2% | -1.3% | -2.3% |
| 30D | -1.1% | -10.6% | +9.5% | +1.4% |
| 3M | +14.3% | -35.0% | +49.3% | +25.3% |
| 6M | -31.9% | -38.9% | +7.0% | -24.9% |
| YTD | -30.7% | -41.5% | +10.8% | -22.9% |
| 1Y | -41.1% | -45.8% | +4.7% | -33.4% |
| 3Y | -17.1% | -55.7% | +38.6% | -4.6% |
| 5Y | -7.5% | -70.1% | +62.6% | +14.1% |
| 10Y | +192.6% | -19.1% | +211.7% | +143.5% |
| All | +475.0% | +173.4% | +301.5% | +198.9% |
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 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