+2,982.8%
VLO vs APTV
+194.6%
+2,788.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.0% | -1.2% |
| 7D | +5.2% | +4.8% | +0.4% | +3.2% |
| 30D | +22.6% | +2.0% | +20.6% | +21.3% |
| 3M | +43.8% | -34.2% | +78.0% | +66.8% |
| 6M | +65.7% | -34.7% | +100.4% | +88.6% |
| YTD | +131.1% | -37.0% | +168.1% | +165.4% |
| 1Y | +143.6% | -40.4% | +184.0% | +184.8% |
| 3Y | +201.4% | -54.1% | +255.5% | +274.3% |
| 5Y | +568.9% | -68.0% | +636.9% | +823.3% |
| 10Y | +891.8% | -15.5% | +907.3% | +691.7% |
| All | +2,982.8% | +194.6% | +2,788.2% | +1,159.4% |
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