+268.6%
ARM vs APTV
-48.7%
+317.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.5% | -4.6% |
| 7D | +9.1% | -1.7% | +10.9% | +10.0% |
| 30D | -19.9% | -11.6% | -8.4% | -15.5% |
| 3M | -31.6% | -21.2% | -10.4% | -24.2% |
| 6M | -13.9% | -28.5% | +14.6% | -1.7% |
| YTD | +74.3% | -49.1% | +123.4% | +132.2% |
| 1Y | +35.8% | -52.2% | +88.0% | +86.7% |
| 3Y | +268.6% | -48.6% | +317.2% | +360.8% |
| All | +268.6% | -48.7% | +317.3% | +360.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling