+50.9%
XYZ vs APTV
-54.7%
+105.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.4% | -1.5% |
| 7D | +2.9% | +2.0% | +0.9% | +2.1% |
| 30D | +1.4% | -7.7% | +9.1% | +4.3% |
| 3M | +14.6% | -34.0% | +48.6% | +32.4% |
| 6M | +20.8% | -37.1% | +57.9% | +40.7% |
| YTD | +23.1% | -39.9% | +63.0% | +44.9% |
| 1Y | +5.6% | -44.4% | +50.1% | +28.7% |
| 3Y | +50.9% | -54.5% | +105.4% | +97.4% |
| All | +50.9% | -54.7% | +105.6% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling