+39.1%
DLR vs APTV
-77.1%
+116.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | +5.0% | -5.0% | +10.0% | +6.2% |
| 30D | +3.0% | -12.3% | +15.3% | +5.9% |
| 3M | -6.3% | -19.9% | +13.7% | -1.9% |
| 6M | -4.8% | -29.4% | +24.6% | +0.9% |
| YTD | +21.0% | -49.0% | +70.0% | +37.8% |
| 1Y | +15.1% | -53.1% | +68.2% | +33.8% |
| 3Y | +56.0% | -48.9% | +104.9% | +70.9% |
| 5Y | +39.1% | -77.2% | +116.4% | +74.0% |
| All | +39.1% | -77.1% | +116.3% | +74.0% |
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