+42.1%
DLR vs APTV
-69.9%
+111.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | +0.4% |
| 7D | +2.9% | -1.2% | +4.0% | +3.1% |
| 30D | -1.2% | -10.6% | +9.5% | +1.1% |
| 3M | +2.9% | -35.0% | +37.9% | +12.3% |
| 6M | +6.7% | -38.9% | +45.6% | +17.1% |
| YTD | +23.9% | -41.5% | +65.4% | +36.9% |
| 1Y | +18.6% | -45.8% | +64.4% | +33.3% |
| 3Y | +59.7% | -55.7% | +115.4% | +84.1% |
| 5Y | +42.1% | -70.1% | +112.2% | +70.2% |
| All | +42.1% | -69.9% | +111.9% | +70.2% |
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