+49.1%
D vs APTV
-27.4%
+76.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.4% | -1.7% | +0.4% | -1.2% |
| 30D | +7.7% | -11.6% | +19.3% | +8.8% |
| 3M | -0.3% | -21.2% | +20.9% | +1.6% |
| 6M | +10.1% | -28.5% | +38.6% | +12.5% |
| YTD | +19.1% | -49.1% | +68.1% | +25.1% |
| 1Y | +15.9% | -52.2% | +68.1% | +22.4% |
| 3Y | +75.0% | -48.6% | +123.6% | +81.3% |
| 5Y | +13.4% | -77.3% | +90.6% | +24.4% |
| All | +49.1% | -27.4% | +76.5% | +56.7% |
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 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