-52.4%
APTV vs APD
+11.2%
-63.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.4% |
| 7D | +4.8% | -2.2% | +7.0% | +5.5% |
| 30D | +2.0% | +2.1% | -0.1% | +1.3% |
| 3M | -34.2% | +7.2% | -41.4% | -36.0% |
| 6M | -34.7% | +11.2% | -45.9% | -37.7% |
| YTD | -37.0% | +24.4% | -61.4% | -42.8% |
| 1Y | -40.4% | +6.7% | -47.1% | -42.3% |
| All | -52.4% | +11.2% | -63.5% | -56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling