+364.8%
ALL vs APTV
-21.3%
+386.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.6% |
| 7D | -2.2% | -1.2% | -1.1% | -2.0% |
| 30D | -5.6% | -10.6% | +5.1% | -3.3% |
| 3M | +17.2% | -35.0% | +52.2% | +27.7% |
| 6M | +23.2% | -38.9% | +62.2% | +35.0% |
| YTD | +23.6% | -41.5% | +65.1% | +36.1% |
| 1Y | +29.2% | -45.8% | +75.0% | +44.5% |
| 3Y | +153.8% | -55.7% | +209.5% | +189.3% |
| 5Y | +116.1% | -70.1% | +186.2% | +165.1% |
| 10Y | +364.8% | -19.1% | +383.9% | +297.5% |
| All | +364.8% | -21.3% | +386.1% | +297.5% |
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