+428.1%
WMT vs APTV
-16.1%
+444.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | 0.0% | -5.0% | +5.0% | +0.4% |
| 30D | -7.4% | -6.1% | -1.4% | -7.0% |
| 3M | -10.9% | -33.0% | +22.1% | -8.2% |
| 6M | -12.7% | -35.2% | +22.6% | -10.0% |
| YTD | -3.2% | -40.1% | +36.9% | +0.3% |
| 1Y | +5.3% | -45.6% | +50.9% | +9.8% |
| 3Y | +101.9% | -54.4% | +156.2% | +110.9% |
| 5Y | +134.6% | -68.9% | +203.5% | +149.0% |
| All | +428.1% | -16.1% | +444.2% | +433.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling