-52.2%
APTV vs APD
+25.0%
-77.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.7% | +3.8% | -5.6% | -2.1% |
| 30D | -11.6% | +8.2% | -19.8% | -11.9% |
| 3M | -21.2% | +4.3% | -25.5% | -21.5% |
| 6M | -28.5% | +4.7% | -33.2% | -29.4% |
| YTD | -49.1% | +31.5% | -80.6% | -51.0% |
| 1Y | -52.2% | +23.5% | -75.7% | -53.3% |
| All | -52.2% | +25.0% | -77.2% | -53.3% |
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