+371.6%
ALL vs APTV
-27.4%
+399.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | +5.0% | -1.7% | +6.8% | +5.4% |
| 30D | +13.3% | -11.6% | +24.9% | +16.3% |
| 3M | +3.2% | -21.2% | +24.4% | +8.4% |
| 6M | +25.3% | -28.5% | +53.9% | +32.1% |
| YTD | +30.5% | -49.1% | +79.5% | +47.9% |
| 1Y | +29.2% | -52.2% | +81.4% | +48.5% |
| 3Y | +119.1% | -48.6% | +167.7% | +137.7% |
| 5Y | +162.6% | -77.3% | +239.9% | +247.7% |
| All | +371.6% | -27.4% | +399.0% | +308.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling