+47.9%
DE vs APTV
-39.9%
+87.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.6% |
| 7D | +10.0% | +4.8% | +5.2% | +9.2% |
| 30D | +13.3% | +2.0% | +11.3% | +12.8% |
| 3M | +17.5% | -34.2% | +51.7% | +25.8% |
| 6M | +13.6% | -34.7% | +48.2% | +21.1% |
| YTD | +49.8% | -37.0% | +86.8% | +57.8% |
| 1Y | +47.9% | -40.4% | +88.3% | +52.9% |
| All | +47.9% | -39.9% | +87.8% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling