-70.1%
APTV vs FTV
+1.8%
-71.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.4% | -1.7% |
| 7D | -1.2% | -1.3% | +0.1% | -0.1% |
| 30D | -10.6% | -9.5% | -1.1% | -3.3% |
| 3M | -35.0% | -10.9% | -24.1% | -29.3% |
| 6M | -38.9% | -0.6% | -38.3% | -39.9% |
| YTD | -41.5% | +1.4% | -42.9% | -44.2% |
| 1Y | -45.8% | +17.6% | -63.5% | -55.1% |
| 3Y | -55.7% | -3.3% | -52.4% | -57.2% |
| 5Y | -70.1% | -0.1% | -70.0% | -73.0% |
| All | -70.1% | +1.8% | -71.9% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 5y: compounded portfolio wealth divided by compounded FTV 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…
5y analysis · Full analysis span regression · 6 months rolling