-5.7%
APTV vs FTV
+89.3%
-95.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.9% | -4.0% |
| 7D | +2.0% | -0.4% | +2.4% | +2.3% |
| 30D | -7.7% | -8.3% | +0.6% | -1.0% |
| 3M | -34.0% | -7.4% | -26.6% | -30.4% |
| 6M | -37.1% | -1.2% | -35.9% | -37.7% |
| YTD | -39.9% | +2.7% | -42.6% | -43.1% |
| 1Y | -44.4% | +18.4% | -62.9% | -53.7% |
| 3Y | -54.5% | -2.0% | -52.4% | -56.3% |
| 5Y | -69.1% | +3.4% | -72.5% | -71.7% |
| 10Y | -20.0% | +78.5% | -98.5% | -45.4% |
| All | -5.7% | +89.3% | -95.0% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling