+624.0%
C vs APTV
+194.6%
+429.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -1.7% |
| 7D | +3.6% | +4.8% | -1.2% | +1.3% |
| 30D | +0.1% | +2.0% | -1.9% | -1.1% |
| 3M | +2.4% | -34.2% | +36.7% | +22.4% |
| 6M | +24.9% | -34.7% | +59.6% | +47.0% |
| YTD | +19.8% | -37.0% | +56.8% | +42.6% |
| 1Y | +44.9% | -40.4% | +85.3% | +76.3% |
| 3Y | +263.0% | -54.1% | +317.1% | +375.5% |
| 5Y | +129.5% | -68.0% | +197.5% | +241.8% |
| 10Y | +291.6% | -15.5% | +307.1% | +199.0% |
| All | +624.0% | +194.6% | +429.5% | +69.9% |
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