+1,304.0%
ALL vs APTV
+194.6%
+1,109.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -2.0% |
| 7D | 0.0% | +4.8% | -4.8% | -1.0% |
| 30D | -1.5% | +2.0% | -3.5% | -2.1% |
| 3M | +23.6% | -34.2% | +57.9% | +34.4% |
| 6M | +22.3% | -34.7% | +57.0% | +32.1% |
| YTD | +26.5% | -37.0% | +63.5% | +37.2% |
| 1Y | +27.0% | -40.4% | +67.4% | +39.2% |
| 3Y | +149.6% | -54.1% | +203.7% | +182.6% |
| 5Y | +118.1% | -68.0% | +186.1% | +162.3% |
| 10Y | +369.0% | -15.5% | +384.5% | +295.4% |
| All | +1,304.0% | +194.6% | +1,109.4% | +677.0% |
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