-51.1%
DOCS vs APTV
-77.3%
+26.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.6% | +1.3% | -1.8% |
| 7D | -1.3% | -8.1% | +6.7% | +2.4% |
| 30D | +19.4% | -8.7% | +28.0% | +24.2% |
| 3M | +53.4% | -13.1% | +66.5% | +63.7% |
| 6M | +28.8% | -25.5% | +54.3% | +40.4% |
| YTD | -25.1% | -46.3% | +21.2% | -6.2% |
| 1Y | -48.1% | -51.1% | +3.0% | -31.9% |
| 3Y | +51.4% | -47.3% | +98.7% | +77.4% |
| 5Y | -51.1% | -76.7% | +25.6% | -8.8% |
| All | -51.1% | -77.3% | +26.2% | -8.8% |
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