+38.5%
D vs APTV
-21.3%
+59.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.5% |
| 7D | -0.4% | -1.2% | +0.7% | -0.4% |
| 30D | -2.1% | -10.6% | +8.6% | -1.2% |
| 3M | -0.7% | -35.0% | +34.3% | +2.6% |
| 6M | +5.6% | -38.9% | +44.5% | +9.5% |
| YTD | +14.6% | -41.5% | +56.1% | +19.1% |
| 1Y | +15.3% | -45.8% | +61.2% | +20.6% |
| 3Y | +59.1% | -55.7% | +114.8% | +67.3% |
| 5Y | +3.9% | -70.1% | +74.0% | +11.4% |
| 10Y | +38.5% | -19.1% | +57.6% | +39.0% |
| All | +38.5% | -21.3% | +59.8% | +39.0% |
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