+402.2%
DLR vs APTV
+138.1%
+264.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +3.3% | -1.7% | +5.1% | +3.6% |
| 30D | +4.6% | -11.6% | +16.2% | +6.6% |
| 3M | -8.3% | -21.2% | +12.9% | -4.9% |
| 6M | -5.6% | -28.5% | +22.9% | -1.5% |
| YTD | +18.7% | -49.1% | +67.8% | +30.5% |
| 1Y | +17.1% | -52.2% | +69.3% | +29.9% |
| 3Y | +54.4% | -48.6% | +103.0% | +65.8% |
| 5Y | +36.5% | -77.3% | +113.8% | +61.6% |
| 10Y | +187.7% | -26.9% | +214.6% | +174.8% |
| All | +402.2% | +138.1% | +264.1% | +264.7% |
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 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