+368.4%
ALL vs APTV
-25.9%
+394.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.1% |
| 7D | -0.1% | -4.3% | +4.1% | +0.8% |
| 30D | +13.8% | -9.7% | +23.5% | +16.3% |
| 3M | -2.8% | -20.6% | +17.8% | +2.0% |
| 6M | +23.7% | -31.7% | +55.4% | +31.8% |
| YTD | +27.3% | -48.0% | +75.3% | +43.6% |
| 1Y | +30.5% | -52.1% | +82.6% | +50.1% |
| 3Y | +113.0% | -47.9% | +160.9% | +130.5% |
| 5Y | +157.6% | -76.9% | +234.5% | +240.1% |
| 10Y | +368.4% | -26.7% | +395.1% | +302.2% |
| All | +368.4% | -25.9% | +394.3% | +302.2% |
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