-44.4%
APTV vs APD
+5.6%
-50.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.6% |
| 7D | +2.0% | -2.5% | +4.5% | +2.0% |
| 30D | -7.7% | -1.9% | -5.8% | -7.7% |
| 3M | -34.0% | +8.2% | -42.2% | -34.2% |
| 6M | -37.1% | +10.7% | -47.8% | -37.9% |
| YTD | -39.9% | +22.9% | -62.8% | -41.4% |
| 1Y | -44.4% | +5.8% | -50.2% | -42.5% |
| All | -44.4% | +5.6% | -50.1% | -42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling