+141.5%
AA vs APTV
+194.6%
-53.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -3.9% |
| 7D | -0.7% | +4.8% | -5.5% | -3.5% |
| 30D | +5.0% | +2.0% | +3.0% | +3.6% |
| 3M | -35.8% | -34.2% | -1.6% | -19.4% |
| 6M | -18.4% | -34.7% | +16.3% | 0.0% |
| YTD | -5.5% | -37.0% | +31.5% | +17.6% |
| 1Y | +61.0% | -40.4% | +101.4% | +106.8% |
| 3Y | +66.2% | -54.1% | +120.3% | +141.6% |
| 5Y | +11.4% | -68.0% | +79.4% | +90.6% |
| 10Y | +116.9% | -15.5% | +132.4% | +109.6% |
| All | +141.5% | +194.6% | -53.1% | +2.0% |
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