+96.0%
AA vs APTV
+138.4%
-42.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.6% |
| 7D | +5.3% | -5.0% | +10.3% | +8.4% |
| 30D | -2.3% | -12.3% | +10.1% | +5.1% |
| 3M | -20.8% | -19.9% | -0.9% | -10.8% |
| 6M | -39.8% | -29.4% | -10.4% | -28.6% |
| YTD | -23.3% | -49.0% | +25.7% | +7.1% |
| 1Y | +1.8% | -53.1% | +54.9% | +49.5% |
| 3Y | +69.5% | -48.9% | +118.4% | +130.0% |
| 5Y | -18.0% | -77.2% | +59.3% | +70.9% |
| 10Y | +45.7% | -26.8% | +72.4% | +53.0% |
| All | +96.0% | +138.4% | -42.4% | -7.2% |
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