+28.4%
XLY vs APTV
-69.3%
+97.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -1.7% | -5.0% | +3.3% | 0.0% |
| 30D | -4.2% | -6.1% | +1.9% | -2.2% |
| 3M | -2.7% | -33.0% | +30.3% | +11.0% |
| 6M | -0.6% | -35.2% | +34.6% | +13.3% |
| YTD | -5.0% | -40.1% | +35.1% | +10.9% |
| 1Y | -4.1% | -45.6% | +41.5% | +15.9% |
| 3Y | +33.6% | -54.4% | +88.0% | +67.2% |
| All | +28.4% | -69.3% | +97.7% | +86.7% |
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