+159.8%
ALL vs APTV
-52.5%
+212.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -1.5% |
| 7D | 0.0% | +4.8% | -4.8% | -0.1% |
| 30D | -1.5% | +2.0% | -3.5% | -1.6% |
| 3M | +23.6% | -34.2% | +57.9% | +25.8% |
| 6M | +22.3% | -34.7% | +57.0% | +24.6% |
| YTD | +26.5% | -37.0% | +63.5% | +29.1% |
| 1Y | +27.0% | -40.4% | +67.4% | +30.0% |
| All | +159.8% | -52.5% | +212.3% | +170.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling