+166.1%
APA vs APTV
-69.4%
+235.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.5% | +3.4% |
| 7D | -1.7% | +2.0% | -3.7% | -2.5% |
| 30D | +15.7% | -7.7% | +23.4% | +18.6% |
| 3M | +16.5% | -34.0% | +50.5% | +32.7% |
| 6M | +35.1% | -37.1% | +72.2% | +54.3% |
| YTD | +82.2% | -39.9% | +122.1% | +110.8% |
| 1Y | +102.5% | -44.4% | +146.9% | +141.2% |
| 3Y | +10.3% | -54.5% | +64.8% | +36.8% |
| 5Y | +166.1% | -69.1% | +235.2% | +250.7% |
| All | +166.1% | -69.4% | +235.5% | +250.7% |
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