+911.5%
BE vs APTV
-47.5%
+959.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.1% | +4.3% | +5.1% |
| 7D | +20.0% | +4.8% | +15.2% | +16.2% |
| 30D | +7.9% | +2.0% | +5.9% | +5.6% |
| 3M | -13.2% | -34.2% | +21.0% | +15.4% |
| 6M | +53.5% | -34.7% | +88.1% | +98.4% |
| YTD | +191.0% | -37.0% | +228.0% | +283.6% |
| 1Y | +360.5% | -40.4% | +400.9% | +535.2% |
| 3Y | +1,568.0% | -54.1% | +1,622.1% | +2,567.6% |
| 5Y | +1,055.2% | -68.0% | +1,123.2% | +2,331.7% |
| All | +911.5% | -47.5% | +959.0% | +959.8% |
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