-20.0%
APTV vs APD
+161.1%
-181.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.0% |
| 7D | +2.0% | -2.5% | +4.5% | +3.4% |
| 30D | -7.7% | -1.9% | -5.8% | -6.8% |
| 3M | -34.0% | +8.2% | -42.2% | -37.3% |
| 6M | -37.1% | +10.7% | -47.8% | -41.6% |
| YTD | -39.9% | +22.9% | -62.8% | -48.0% |
| 1Y | -44.4% | +5.8% | -50.2% | -47.8% |
| 3Y | -54.5% | +7.8% | -62.3% | -59.1% |
| 5Y | -69.1% | +26.1% | -95.2% | -75.6% |
| 10Y | -20.0% | +163.7% | -183.7% | -60.6% |
| All | -20.0% | +161.1% | -181.1% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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