+296.4%
ARM vs APTV
-53.0%
+349.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.1% | +0.9% | +2.6% |
| 7D | +5.5% | +4.8% | +0.6% | +3.3% |
| 30D | -8.2% | +2.0% | -10.2% | -9.3% |
| 3M | -35.9% | -34.2% | -1.7% | -22.6% |
| 6M | +103.1% | -34.7% | +137.8% | +143.0% |
| YTD | +130.6% | -37.0% | +167.6% | +178.5% |
| 1Y | +86.1% | -40.4% | +126.5% | +130.0% |
| All | +296.4% | -53.0% | +349.4% | +434.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling