-10.2%
DOW vs APTV
-44.1%
+33.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.8% | -0.2% |
| 7D | -2.4% | -1.8% | -0.6% | -1.8% |
| 30D | -4.1% | -7.9% | +3.8% | -1.3% |
| 3M | -12.4% | -29.9% | +17.5% | -1.1% |
| 6M | -10.6% | -36.6% | +26.0% | +2.7% |
| YTD | +31.1% | -40.0% | +71.0% | +53.7% |
| 1Y | +30.5% | -44.0% | +74.5% | +58.1% |
| 3Y | -34.4% | -54.5% | +20.1% | -16.7% |
| 5Y | -35.5% | -68.8% | +33.3% | -8.0% |
| All | -10.2% | -44.1% | +33.9% | +1.4% |
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