+1,099.2%
DE vs APTV
+180.9%
+918.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -0.3% |
| 7D | +0.7% | +2.0% | -1.3% | 0.0% |
| 30D | +9.6% | -7.7% | +17.4% | +12.3% |
| 3M | +19.0% | -34.0% | +53.0% | +34.7% |
| 6M | +16.1% | -37.1% | +53.2% | +32.2% |
| YTD | +47.0% | -39.9% | +86.9% | +69.0% |
| 1Y | +43.1% | -44.4% | +87.6% | +68.3% |
| 3Y | +77.5% | -54.5% | +132.0% | +114.7% |
| 5Y | +96.4% | -69.1% | +165.5% | +160.3% |
| 10Y | +852.9% | -20.0% | +872.9% | +743.0% |
| All | +1,099.2% | +180.9% | +918.3% | +539.8% |
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