+148.0%
ALL vs APTV
-77.1%
+225.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -3.9% | -9.8% | +5.9% | -2.7% |
| 30D | +10.6% | -8.9% | +19.5% | +11.8% |
| 3M | -4.6% | -19.5% | +14.9% | -2.3% |
| 6M | +20.2% | -31.1% | +51.3% | +24.0% |
| YTD | +23.7% | -47.5% | +71.3% | +32.3% |
| 1Y | +27.9% | -52.3% | +80.2% | +38.7% |
| 3Y | +109.2% | -45.2% | +154.3% | +115.6% |
| 5Y | +148.0% | -76.9% | +224.9% | +190.7% |
| All | +148.0% | -77.1% | +225.1% | +190.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling