+1,690.4%
XLK vs APTV
+173.4%
+1,517.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.8% |
| 7D | +2.3% | -1.2% | +3.5% | +2.6% |
| 30D | +0.8% | -10.6% | +11.5% | +4.3% |
| 3M | +4.1% | -35.0% | +39.1% | +17.9% |
| 6M | +34.8% | -38.9% | +73.7% | +54.2% |
| YTD | +30.8% | -41.5% | +72.3% | +51.1% |
| 1Y | +42.4% | -45.8% | +88.2% | +68.2% |
| 3Y | +121.8% | -55.7% | +177.5% | +168.9% |
| 5Y | +146.6% | -70.1% | +216.7% | +229.5% |
| 10Y | +804.3% | -19.1% | +823.3% | +708.4% |
| All | +1,690.4% | +173.4% | +1,517.0% | +912.1% |
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 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