+58.7%
DLR vs APTV
-55.2%
+113.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.3% |
| 7D | +3.4% | +2.0% | +1.4% | +3.1% |
| 30D | -2.2% | -7.7% | +5.5% | -1.1% |
| 3M | +4.7% | -34.0% | +38.7% | +11.3% |
| 6M | +9.0% | -37.1% | +46.1% | +16.1% |
| YTD | +24.1% | -39.9% | +64.0% | +32.9% |
| 1Y | +20.9% | -44.4% | +65.4% | +31.3% |
| All | +58.7% | -55.2% | +113.9% | +78.7% |
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 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