-38.7%
DOCS vs APTV
-74.7%
+36.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.4% | -0.5% |
| 7D | -0.8% | -10.2% | +9.5% | +3.9% |
| 30D | +17.4% | -10.8% | +28.2% | +23.3% |
| 3M | +57.4% | -14.8% | +72.2% | +69.0% |
| 6M | +26.5% | -30.6% | +57.1% | +42.1% |
| YTD | -26.6% | -48.2% | +21.6% | -7.5% |
| 1Y | -48.1% | -52.0% | +3.9% | -32.2% |
| 3Y | +52.6% | -47.0% | +99.7% | +76.5% |
| 5Y | -52.1% | -77.5% | +25.4% | -21.2% |
| All | -38.7% | -74.7% | +36.0% | +1.7% |
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