-37.1%
DOCS vs APTV
-75.1%
+38.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +2.6% | -1.7% | +4.3% | +3.3% |
| 30D | +11.4% | -11.6% | +23.0% | +17.4% |
| 3M | +25.4% | -21.2% | +46.6% | +38.3% |
| 6M | +42.5% | -28.5% | +71.1% | +57.9% |
| YTD | -24.7% | -49.1% | +24.4% | -4.4% |
| 1Y | -32.9% | -52.2% | +19.2% | -12.2% |
| 3Y | +39.6% | -48.6% | +88.2% | +63.6% |
| 5Y | -54.6% | -77.3% | +22.6% | -24.7% |
| All | -37.1% | -75.1% | +38.0% | +5.1% |
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