+109.2%
ALL vs APTV
-46.2%
+155.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.4% |
| 7D | -3.9% | -9.8% | +5.9% | -3.5% |
| 30D | +10.6% | -8.9% | +19.5% | +11.0% |
| 3M | -4.6% | -19.5% | +14.9% | -3.9% |
| 6M | +20.2% | -31.1% | +51.3% | +20.9% |
| YTD | +23.7% | -47.5% | +71.3% | +26.8% |
| 1Y | +27.9% | -52.3% | +80.2% | +32.1% |
| 3Y | +109.2% | -45.2% | +154.3% | +110.5% |
| All | +109.2% | -46.2% | +155.3% | +110.5% |
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 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