+193.5%
APTV vs APD
+467.4%
-274.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.6% |
| 7D | +4.8% | -2.2% | +7.0% | +6.1% |
| 30D | +2.0% | +2.1% | -0.1% | +0.6% |
| 3M | -34.2% | +7.2% | -41.4% | -37.3% |
| 6M | -34.7% | +11.2% | -45.9% | -39.7% |
| YTD | -37.0% | +24.4% | -61.4% | -46.0% |
| 1Y | -40.4% | +6.7% | -47.1% | -44.5% |
| 3Y | -54.1% | +9.2% | -63.4% | -59.2% |
| 5Y | -68.0% | +27.4% | -95.4% | -74.8% |
| 10Y | -15.5% | +164.8% | -180.3% | -59.8% |
| All | +193.5% | +467.4% | -274.0% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling