+141.4%
APTV vs APD
+474.2%
-332.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -1.9% | -2.6% |
| 7D | -10.2% | -3.7% | -6.6% | -8.1% |
| 30D | -10.8% | +9.6% | -20.4% | -15.4% |
| 3M | -14.8% | +1.6% | -16.5% | -15.7% |
| 6M | -30.6% | +2.2% | -32.7% | -32.1% |
| YTD | -48.2% | +25.9% | -74.0% | -55.9% |
| 1Y | -52.0% | +20.1% | -72.1% | -58.2% |
| 3Y | -47.0% | +12.4% | -59.4% | -53.7% |
| 5Y | -77.5% | +11.1% | -88.6% | -80.5% |
| 10Y | -27.0% | +190.1% | -217.1% | -67.2% |
| All | +141.4% | +474.2% | -332.8% | -31.8% |
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