+176.5%
DLR vs APTV
-16.1%
+192.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.8% |
| 7D | +0.1% | -5.0% | +5.1% | +0.9% |
| 30D | -4.3% | -6.1% | +1.8% | -3.5% |
| 3M | +3.8% | -33.0% | +36.8% | +10.0% |
| 6M | +5.8% | -35.2% | +41.1% | +12.1% |
| YTD | +23.5% | -40.1% | +63.7% | +32.3% |
| 1Y | +11.1% | -45.6% | +56.7% | +20.6% |
| 3Y | +57.9% | -54.4% | +112.2% | +72.5% |
| 5Y | +44.0% | -68.9% | +112.9% | +61.7% |
| All | +176.5% | -16.1% | +192.6% | +182.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling