+48.3%
D vs APTV
-25.9%
+74.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.3% |
| 7D | +2.4% | -4.3% | +6.7% | +2.7% |
| 30D | +10.9% | -9.7% | +20.6% | +11.8% |
| 3M | +2.8% | -20.6% | +23.4% | +4.7% |
| 6M | +12.7% | -31.7% | +44.4% | +15.6% |
| YTD | +20.3% | -48.0% | +68.3% | +26.2% |
| 1Y | +17.1% | -52.1% | +69.2% | +23.7% |
| 3Y | +75.1% | -47.9% | +123.0% | +81.2% |
| 5Y | +13.1% | -76.9% | +90.1% | +23.9% |
| 10Y | +48.3% | -26.7% | +75.0% | +55.4% |
| All | +48.3% | -25.9% | +74.2% | +55.4% |
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