+13.4%
B vs APTV
+145.2%
-131.8%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +4.1% |
| 7D | +11.3% | -9.8% | +21.1% | +12.4% |
| 30D | +2.9% | -8.9% | +11.8% | +3.8% |
| 3M | -2.9% | -19.5% | +16.6% | -1.0% |
| 6M | -1.2% | -31.1% | +29.9% | +1.8% |
| YTD | -1.3% | -47.5% | +46.2% | +3.8% |
| 1Y | +30.4% | -52.3% | +82.7% | +38.2% |
| 3Y | +195.3% | -45.2% | +240.5% | +207.2% |
| 5Y | +146.2% | -76.9% | +223.1% | +166.8% |
| 10Y | +200.5% | -25.1% | +225.6% | +193.8% |
| All | +13.4% | +145.2% | -131.8% | -29.7% |
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