+219.8%
ARM vs APTV
-61.3%
+281.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.4% | +12.5% | +12.2% |
| 7D | +6.0% | -8.9% | +14.9% | +10.7% |
| 30D | -20.3% | -9.5% | -10.8% | -16.8% |
| 3M | -24.4% | -20.6% | -3.8% | -16.6% |
| 6M | -4.4% | -28.9% | +24.5% | +9.2% |
| YTD | +86.0% | -48.2% | +134.2% | +144.4% |
| 1Y | +35.8% | -51.7% | +87.5% | +84.6% |
| 3Y | +289.1% | -48.1% | +337.2% | +387.8% |
| All | +219.8% | -61.3% | +281.1% | +369.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling