+265.4%
XOM vs APTV
+180.9%
+84.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.4% | +1.9% |
| 7D | -2.4% | +2.0% | -4.3% | -2.9% |
| 30D | +5.7% | -7.7% | +13.4% | +7.6% |
| 3M | +6.6% | -34.0% | +40.6% | +17.0% |
| 6M | +7.7% | -37.1% | +44.8% | +18.3% |
| YTD | +36.2% | -39.9% | +76.1% | +50.8% |
| 1Y | +50.5% | -44.4% | +94.9% | +69.6% |
| 3Y | +53.4% | -54.5% | +107.8% | +76.2% |
| 5Y | +254.2% | -69.1% | +323.3% | +338.0% |
| 10Y | +177.9% | -20.0% | +197.9% | +141.5% |
| All | +265.4% | +180.9% | +84.5% | +114.9% |
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 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