+193.4%
B vs APTV
-19.3%
+212.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.2% | -1.0% |
| 7D | +2.3% | +2.0% | +0.4% | +2.1% |
| 30D | +1.4% | -7.7% | +9.1% | +2.1% |
| 3M | +12.2% | -34.0% | +46.2% | +16.2% |
| 6M | -2.1% | -37.1% | +35.0% | +1.6% |
| YTD | +2.9% | -39.9% | +42.8% | +7.2% |
| 1Y | +55.3% | -44.4% | +99.7% | +62.7% |
| 3Y | +198.7% | -54.5% | +253.2% | +214.2% |
| 5Y | +153.8% | -69.1% | +222.9% | +169.1% |
| 10Y | +193.4% | -20.0% | +213.4% | +205.5% |
| All | +193.4% | -19.3% | +212.7% | +205.5% |
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 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