+554.0%
XYZ vs APTV
-39.8%
+593.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +3.7% |
| 7D | +12.1% | -10.2% | +22.4% | +19.4% |
| 30D | +12.4% | -10.8% | +23.2% | +20.0% |
| 3M | +8.2% | -14.8% | +23.0% | +17.8% |
| 6M | +20.7% | -30.6% | +51.2% | +42.3% |
| YTD | +31.3% | -48.2% | +79.5% | +80.9% |
| 1Y | +20.5% | -52.0% | +72.5% | +73.0% |
| 3Y | +72.6% | -47.0% | +119.6% | +121.5% |
| 5Y | -64.0% | -77.5% | +13.5% | -21.9% |
| 10Y | +601.8% | -27.0% | +628.8% | +683.4% |
| All | +554.0% | -39.8% | +593.8% | +652.1% |
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