-52.1%
APTV vs APD
+23.0%
-75.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | -4.3% | -0.2% | -4.1% | -4.2% |
| 30D | -9.7% | +11.0% | -20.7% | -9.9% |
| 3M | -20.6% | +2.0% | -22.5% | -20.7% |
| 6M | -31.7% | +7.1% | -38.8% | -32.4% |
| YTD | -48.0% | +29.8% | -77.8% | -49.8% |
| 1Y | -52.1% | +24.0% | -76.1% | -53.7% |
| All | -52.1% | +23.0% | -75.1% | -53.7% |
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 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