+195.3%
B vs APTV
-46.2%
+241.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +4.0% |
| 7D | +11.3% | -9.8% | +21.1% | +13.2% |
| 30D | +2.9% | -8.9% | +11.8% | +4.5% |
| 3M | -2.9% | -19.5% | +16.6% | +0.4% |
| 6M | -1.2% | -31.1% | +29.9% | +4.3% |
| YTD | -1.3% | -47.5% | +46.2% | +8.3% |
| 1Y | +30.4% | -52.3% | +82.7% | +44.7% |
| 3Y | +195.3% | -45.2% | +240.5% | +226.4% |
| All | +195.3% | -46.2% | +241.4% | +226.4% |
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