+533.2%
XYZ vs APTV
-26.8%
+560.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -2.5% |
| 7D | -1.0% | +4.8% | -5.8% | -3.7% |
| 30D | -1.7% | +2.0% | -3.7% | -3.2% |
| 3M | +16.7% | -34.2% | +51.0% | +45.3% |
| 6M | +26.9% | -34.7% | +61.5% | +55.2% |
| YTD | +27.1% | -37.0% | +64.1% | +57.0% |
| 1Y | +9.3% | -40.4% | +49.7% | +38.7% |
| 3Y | +42.3% | -54.1% | +96.4% | +101.7% |
| 5Y | -69.3% | -68.0% | -1.3% | -45.0% |
| 10Y | +586.8% | -15.5% | +602.3% | +602.4% |
| All | +533.2% | -26.8% | +560.0% | +552.6% |
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