+20.3%
ARM vs APTV
-52.5%
+72.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.2% | +5.5% | +6.3% |
| 7D | -5.3% | -9.8% | +4.4% | -2.2% |
| 30D | -30.0% | -8.9% | -21.2% | -27.9% |
| 3M | -34.1% | -19.5% | -14.6% | -29.5% |
| 6M | -12.6% | -31.1% | +18.5% | -1.3% |
| YTD | +70.4% | -47.5% | +118.0% | +105.2% |
| All | +20.3% | -52.5% | +72.8% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling