+131.4%
WMT vs APTV
-69.7%
+201.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.7% | -0.3% |
| 7D | -2.5% | -1.8% | -0.7% | -2.4% |
| 30D | -6.4% | -7.9% | +1.5% | -5.9% |
| 3M | -12.1% | -29.9% | +17.8% | -9.9% |
| 6M | -15.0% | -36.6% | +21.6% | -12.3% |
| YTD | -4.5% | -40.0% | +35.5% | -1.2% |
| 1Y | +6.2% | -44.0% | +50.2% | +10.5% |
| 3Y | +99.9% | -54.5% | +154.4% | +108.6% |
| 5Y | +131.4% | -68.8% | +200.2% | +135.9% |
| All | +131.4% | -69.7% | +201.1% | +135.9% |
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