+99.4%
DE vs APTV
-69.7%
+169.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.5% | -0.5% |
| 7D | -2.4% | -1.8% | -0.6% | -2.0% |
| 30D | +9.7% | -7.9% | +17.6% | +11.8% |
| 3M | +21.4% | -29.9% | +51.3% | +31.6% |
| 6M | +15.0% | -36.6% | +51.6% | +27.0% |
| YTD | +46.4% | -40.0% | +86.4% | +63.3% |
| 1Y | +45.6% | -44.0% | +89.6% | +65.0% |
| 3Y | +76.8% | -54.5% | +131.3% | +105.4% |
| 5Y | +99.4% | -68.8% | +168.2% | +138.5% |
| All | +99.4% | -69.7% | +169.1% | +138.5% |
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