-28.3%
APTV vs APD
+191.9%
-220.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.7% | +3.8% | -5.6% | -3.9% |
| 30D | -11.6% | +8.2% | -19.8% | -15.4% |
| 3M | -21.2% | +4.3% | -25.5% | -23.1% |
| 6M | -28.5% | +4.7% | -33.2% | -30.9% |
| YTD | -49.1% | +31.5% | -80.6% | -57.6% |
| 1Y | -52.2% | +23.5% | -75.7% | -58.9% |
| 3Y | -48.6% | +29.1% | -77.7% | -58.3% |
| 5Y | -77.3% | +15.9% | -93.2% | -80.9% |
| All | -28.3% | +191.9% | -220.2% | -64.4% |
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