-42.3%
ARM vs APTV
-10.6%
-31.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.5% | +8.2% | +5.7% |
| 7D | -15.2% | -10.2% | -5.0% | -10.7% |
| 30D | -40.7% | -10.8% | -29.9% | -37.4% |
| All | -42.3% | -10.6% | -31.7% | -38.9% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling