+1.8%
AA vs APTV
-52.6%
+54.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | +5.3% | -5.0% | +10.3% | +6.7% |
| 30D | -2.3% | -12.3% | +10.1% | +1.1% |
| 3M | -20.8% | -19.9% | -0.9% | -16.4% |
| 6M | -39.8% | -29.4% | -10.4% | -32.6% |
| YTD | -23.3% | -49.0% | +25.7% | -8.2% |
| 1Y | +1.8% | -53.1% | +54.9% | +29.9% |
| All | +1.8% | -52.6% | +54.4% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling