+43.4%
XLK vs APTV
-39.9%
+83.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.3% | +0.2% |
| 7D | +0.9% | +4.8% | -4.0% | +0.1% |
| 30D | +0.7% | +2.0% | -1.3% | +0.3% |
| 3M | -2.9% | -34.2% | +31.3% | +5.2% |
| 6M | +34.3% | -34.7% | +68.9% | +45.0% |
| YTD | +30.4% | -37.0% | +67.4% | +40.5% |
| 1Y | +43.4% | -40.4% | +83.8% | +58.1% |
| All | +43.4% | -39.9% | +83.3% | +58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling