+87.8%
DT vs APTV
-55.9%
+143.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | +3.1% | -1.7% | +4.9% | +3.8% |
| 30D | -29.5% | -11.6% | -17.9% | -26.2% |
| 3M | -11.7% | -21.2% | +9.5% | -4.2% |
| 6M | +29.0% | -28.5% | +57.5% | +41.6% |
| YTD | +3.4% | -49.1% | +52.4% | +27.1% |
| 1Y | -4.2% | -52.2% | +48.0% | +20.5% |
| 3Y | -12.8% | -48.6% | +35.8% | +1.2% |
| 5Y | -39.6% | -77.3% | +37.7% | -5.5% |
| All | +87.8% | -55.9% | +143.7% | +104.9% |
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