+207.2%
C vs APTV
-27.3%
+234.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | +4.7% | -5.0% | +9.7% | +7.0% |
| 30D | +0.2% | -12.3% | +12.5% | +5.9% |
| 3M | -9.3% | -19.9% | +10.6% | -0.7% |
| 6M | -0.8% | -29.4% | +28.5% | +11.6% |
| YTD | +8.5% | -49.0% | +57.5% | +39.8% |
| 1Y | +23.1% | -53.1% | +76.2% | +64.5% |
| 3Y | +220.8% | -48.9% | +269.7% | +289.8% |
| 5Y | +112.4% | -77.2% | +189.6% | +267.6% |
| All | +207.2% | -27.3% | +234.4% | +187.6% |
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