+604.5%
XYZ vs APTV
-21.3%
+625.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | +0.7% |
| 7D | -3.7% | -1.2% | -2.6% | -3.2% |
| 30D | +0.5% | -10.6% | +11.2% | +7.1% |
| 3M | +16.3% | -35.0% | +51.3% | +45.8% |
| 6M | +21.1% | -38.9% | +60.0% | +54.4% |
| YTD | +22.0% | -41.5% | +63.5% | +57.6% |
| 1Y | +5.2% | -45.8% | +51.0% | +41.6% |
| 3Y | +49.6% | -55.7% | +105.3% | +116.6% |
| 5Y | -68.4% | -70.1% | +1.7% | -40.8% |
| 10Y | +604.5% | -19.1% | +623.6% | +695.9% |
| All | +604.5% | -21.3% | +625.8% | +695.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling