+98.8%
AA vs APTV
+142.1%
-43.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | +1.1% | -8.9% | +10.0% | +6.7% |
| 30D | -1.3% | -9.5% | +8.2% | +4.3% |
| 3M | -23.9% | -20.6% | -3.3% | -13.8% |
| 6M | -36.8% | -28.9% | -7.9% | -25.4% |
| YTD | -22.2% | -48.2% | +26.0% | +7.7% |
| 1Y | +10.4% | -51.7% | +62.1% | +59.3% |
| 3Y | +72.0% | -48.1% | +120.1% | +131.3% |
| 5Y | -15.6% | -76.7% | +61.1% | +73.4% |
| 10Y | +47.8% | -25.6% | +73.4% | +53.9% |
| All | +98.8% | +142.1% | -43.3% | -6.6% |
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