+1,055.9%
APH vs APTV
-15.9%
+1,071.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | -0.2% |
| 7D | +5.0% | +4.8% | +0.1% | +3.3% |
| 30D | -3.9% | +2.0% | -5.9% | -4.7% |
| 3M | +13.0% | -34.2% | +47.2% | +29.0% |
| 6M | +25.2% | -34.7% | +59.8% | +42.0% |
| YTD | +22.9% | -37.0% | +59.9% | +40.6% |
| 1Y | +47.8% | -40.4% | +88.2% | +71.9% |
| 3Y | +283.0% | -54.1% | +337.1% | +369.7% |
| 5Y | +349.7% | -68.0% | +417.7% | +505.5% |
| All | +1,055.9% | -15.9% | +1,071.8% | +1,037.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling