+36.0%
DOCS vs APTV
-45.9%
+81.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -0.6% | -4.3% | +3.7% | +0.5% |
| 30D | +6.3% | -9.7% | +16.0% | +8.8% |
| 3M | +26.5% | -20.6% | +47.1% | +33.1% |
| 6M | +24.8% | -31.7% | +56.5% | +32.6% |
| YTD | -26.8% | -48.0% | +21.2% | -17.4% |
| 1Y | -38.3% | -52.1% | +13.8% | -28.7% |
| 3Y | +36.0% | -47.9% | +83.9% | +41.6% |
| All | +36.0% | -45.9% | +81.9% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling