-61.0%
APTV vs ROIV
+232.7%
-293.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.5% | +2.8% |
| 7D | +4.8% | +0.6% | +4.2% | +4.7% |
| 30D | +2.0% | +1.0% | +1.0% | +1.8% |
| 3M | -34.2% | +18.3% | -52.5% | -36.0% |
| 6M | -34.7% | +18.3% | -53.0% | -36.6% |
| YTD | -37.0% | +61.0% | -98.0% | -41.6% |
| 1Y | -40.4% | +177.9% | -218.3% | -48.9% |
| 3Y | -54.1% | +199.1% | -253.2% | -61.6% |
| 5Y | -68.0% | +250.7% | -318.7% | -77.1% |
| All | -61.0% | +232.7% | -293.7% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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