+294.7%
C vs APTV
-21.3%
+316.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.4% | +1.9% |
| 7D | +2.6% | -1.2% | +3.7% | +3.0% |
| 30D | +1.9% | -10.6% | +12.5% | +6.8% |
| 3M | +2.8% | -35.0% | +37.8% | +22.1% |
| 6M | +30.6% | -38.9% | +69.5% | +56.6% |
| YTD | +19.9% | -41.5% | +61.4% | +46.0% |
| 1Y | +44.6% | -45.8% | +90.4% | +81.5% |
| 3Y | +272.1% | -55.7% | +327.8% | +387.6% |
| 5Y | +132.0% | -70.1% | +202.1% | +250.2% |
| 10Y | +294.7% | -19.1% | +313.7% | +252.2% |
| All | +294.7% | -21.3% | +316.0% | +252.2% |
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