+391.7%
APP vs APTV
-66.3%
+458.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.8% | +0.4% |
| 7D | +0.9% | +4.8% | -3.9% | -2.0% |
| 30D | -23.3% | +2.0% | -25.3% | -24.2% |
| 3M | -42.6% | -34.2% | -8.4% | -27.5% |
| 6M | -33.6% | -34.7% | +1.1% | -17.4% |
| YTD | -52.4% | -37.0% | -15.4% | -39.4% |
| 1Y | -35.9% | -40.4% | +4.5% | -15.8% |
| 3Y | +642.2% | -54.1% | +696.3% | +996.5% |
| 5Y | +311.1% | -68.0% | +379.1% | +583.9% |
| All | +391.7% | -66.3% | +458.0% | +693.9% |
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 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