+7.8%
D vs APTV
-67.9%
+75.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.6% |
| 7D | +1.5% | +4.8% | -3.4% | +1.1% |
| 30D | -2.6% | +2.0% | -4.6% | -2.8% |
| 3M | 0.0% | -34.2% | +34.3% | +2.9% |
| 6M | +7.4% | -34.7% | +42.0% | +10.4% |
| YTD | +15.9% | -37.0% | +52.9% | +19.3% |
| 1Y | +18.1% | -40.4% | +58.5% | +22.1% |
| 3Y | +58.4% | -54.1% | +112.5% | +65.2% |
| All | +7.8% | -67.9% | +75.7% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling