+72.6%
XYZ vs APTV
-49.5%
+122.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +3.1% |
| 7D | +12.1% | -10.2% | +22.4% | +16.9% |
| 30D | +12.4% | -10.8% | +23.2% | +17.4% |
| 3M | +8.2% | -14.8% | +23.0% | +14.6% |
| 6M | +20.7% | -30.6% | +51.2% | +34.2% |
| YTD | +31.3% | -48.2% | +79.5% | +64.3% |
| 1Y | +20.5% | -52.0% | +72.5% | +56.2% |
| 3Y | +72.6% | -47.0% | +119.6% | +110.7% |
| All | +72.6% | -49.5% | +122.1% | +110.7% |
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 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