+208.6%
B vs APTV
-25.9%
+234.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.9% | -5.3% | -6.0% |
| 7D | +7.1% | -4.3% | +11.4% | +7.6% |
| 30D | -3.3% | -9.7% | +6.3% | -2.4% |
| 3M | -2.5% | -20.6% | +18.0% | -0.5% |
| 6M | -7.2% | -31.7% | +24.5% | -4.2% |
| YTD | -7.4% | -48.0% | +40.6% | -2.2% |
| 1Y | +16.4% | -52.1% | +68.5% | +23.7% |
| 3Y | +178.7% | -47.9% | +226.6% | +191.7% |
| 5Y | +121.7% | -76.9% | +198.6% | +140.3% |
| 10Y | +208.6% | -26.7% | +235.3% | +217.3% |
| All | +208.6% | -25.9% | +234.5% | +217.3% |
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