+76.5%
DE vs APTV
-55.3%
+131.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.5% | -0.4% |
| 7D | -2.4% | -1.8% | -0.6% | -2.0% |
| 30D | +9.7% | -7.9% | +17.6% | +11.5% |
| 3M | +21.4% | -29.9% | +51.3% | +30.3% |
| 6M | +15.0% | -36.6% | +51.6% | +25.6% |
| YTD | +46.4% | -40.0% | +86.4% | +61.1% |
| 1Y | +45.6% | -44.0% | +89.6% | +62.6% |
| All | +76.5% | -55.3% | +131.7% | +101.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling