-5.7%
DT vs APTV
-46.4%
+40.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.2% | -1.0% |
| 7D | -25.5% | -1.9% | -23.7% | -25.3% |
| 30D | -22.3% | -1.4% | -20.9% | -22.1% |
| 3M | +2.3% | -9.3% | +11.7% | +3.0% |
| 6M | +20.7% | -27.3% | +48.1% | +22.5% |
| YTD | +7.9% | -43.1% | +51.1% | +12.8% |
| 1Y | -5.7% | -46.5% | +40.8% | -0.3% |
| All | -5.7% | -46.4% | +40.6% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling