-26.7%
APTV vs APD
+188.9%
-215.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.1% |
| 7D | -4.3% | -0.2% | -4.1% | -4.1% |
| 30D | -9.7% | +11.0% | -20.7% | -14.8% |
| 3M | -20.6% | +2.0% | -22.5% | -21.5% |
| 6M | -31.7% | +7.1% | -38.8% | -34.9% |
| YTD | -48.0% | +29.8% | -77.8% | -56.3% |
| 1Y | -52.1% | +24.0% | -76.1% | -58.9% |
| 3Y | -47.9% | +27.2% | -75.0% | -57.3% |
| 5Y | -76.9% | +12.8% | -89.7% | -80.2% |
| 10Y | -26.7% | +185.0% | -211.7% | -63.7% |
| All | -26.7% | +188.9% | -215.6% | -63.7% |
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