+150.2%
D vs APTV
+145.2%
+5.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | +0.8% | -9.8% | +10.5% | +1.7% |
| 30D | +10.7% | -8.9% | +19.6% | +11.6% |
| 3M | +2.3% | -19.5% | +21.7% | +4.1% |
| 6M | +12.5% | -31.1% | +43.6% | +15.5% |
| YTD | +20.1% | -47.5% | +67.6% | +26.2% |
| 1Y | +15.6% | -52.3% | +67.8% | +22.4% |
| 3Y | +75.2% | -45.2% | +120.4% | +80.8% |
| 5Y | +14.6% | -76.9% | +91.5% | +26.3% |
| 10Y | +43.8% | -25.1% | +68.8% | +36.7% |
| All | +150.2% | +145.2% | +5.0% | +109.0% |
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 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