+1,272.7%
ALL vs APTV
+145.2%
+1,127.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | -3.9% | -9.8% | +5.9% | -1.7% |
| 30D | +10.6% | -8.9% | +19.5% | +12.8% |
| 3M | -4.6% | -19.5% | +14.9% | -0.2% |
| 6M | +20.2% | -31.1% | +51.3% | +27.9% |
| YTD | +23.7% | -47.5% | +71.3% | +39.4% |
| 1Y | +27.9% | -52.3% | +80.2% | +47.2% |
| 3Y | +109.2% | -45.2% | +154.3% | +123.6% |
| 5Y | +148.0% | -76.9% | +224.9% | +223.9% |
| 10Y | +363.8% | -25.1% | +388.9% | +301.2% |
| All | +1,272.7% | +145.2% | +1,127.6% | +689.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling