+6.2%
DT vs APTV
-54.7%
+60.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.6% | +1.5% | -2.3% |
| 7D | -4.9% | +2.0% | -6.8% | -5.2% |
| 30D | +2.7% | -7.7% | +10.4% | +4.0% |
| 3M | +20.0% | -34.0% | +54.0% | +28.8% |
| 6M | +28.0% | -37.1% | +65.1% | +38.1% |
| YTD | +16.0% | -39.9% | +55.9% | +26.0% |
| 1Y | +0.7% | -44.4% | +45.2% | +11.2% |
| 3Y | +6.2% | -54.5% | +60.7% | +16.9% |
| All | +6.2% | -54.7% | +60.9% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling