+32.4%
AGG vs APTV
+173.4%
-141.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | -0.2% |
| 7D | -0.2% | -1.2% | +1.0% | -0.2% |
| 30D | -0.2% | -10.6% | +10.4% | -0.1% |
| 3M | -0.7% | -35.0% | +34.3% | -0.2% |
| 6M | -1.8% | -38.9% | +37.1% | -1.2% |
| YTD | -0.6% | -41.5% | +40.9% | 0.0% |
| 1Y | +0.4% | -45.8% | +46.2% | +1.0% |
| 3Y | +13.2% | -55.7% | +68.9% | +13.9% |
| 5Y | -2.0% | -70.1% | +68.1% | -1.2% |
| 10Y | +15.1% | -19.1% | +34.2% | +14.5% |
| All | +32.4% | +173.4% | -141.0% | +36.0% |
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