-28.4%
DT vs APTV
-69.9%
+41.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.5% |
| 7D | -0.5% | -1.2% | +0.6% | -0.2% |
| 30D | +0.1% | -10.6% | +10.7% | +3.7% |
| 3M | +24.1% | -35.0% | +59.1% | +41.8% |
| 6M | +30.1% | -38.9% | +69.0% | +50.4% |
| YTD | +16.8% | -41.5% | +58.3% | +36.1% |
| 1Y | -0.1% | -45.8% | +45.7% | +19.8% |
| 3Y | +6.8% | -55.7% | +62.5% | +34.8% |
| 5Y | -28.4% | -70.1% | +41.7% | +5.8% |
| All | -28.4% | -69.9% | +41.5% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling