+193.0%
ARM vs APTV
-60.8%
+253.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.2% | +5.5% | +6.2% |
| 7D | -5.3% | -9.8% | +4.4% | -1.1% |
| 30D | -30.0% | -8.9% | -21.2% | -27.2% |
| 3M | -34.1% | -19.5% | -14.6% | -27.7% |
| 6M | -12.6% | -31.1% | +18.5% | +1.4% |
| YTD | +70.4% | -47.5% | +118.0% | +122.7% |
| 1Y | +22.3% | -52.3% | +74.6% | +67.4% |
| 3Y | +261.2% | -45.2% | +306.4% | +345.7% |
| All | +193.0% | -60.8% | +253.8% | +327.4% |
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