+114.1%
DT vs APTV
-48.2%
+162.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.6% | -5.0% | +3.4% | +0.2% |
| 30D | +3.0% | -6.1% | +9.1% | +5.1% |
| 3M | +26.5% | -33.0% | +59.5% | +43.7% |
| 6M | +35.9% | -35.2% | +71.2% | +54.3% |
| YTD | +17.8% | -40.1% | +58.0% | +36.8% |
| 1Y | +4.1% | -45.6% | +49.7% | +24.9% |
| 3Y | +5.3% | -54.4% | +59.7% | +29.4% |
| 5Y | -27.2% | -68.9% | +41.7% | +1.4% |
| All | +114.1% | -48.2% | +162.3% | +120.5% |
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