+117.6%
DT vs APTV
-45.4%
+163.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -2.7% |
| 7D | -3.3% | +4.8% | -8.1% | -4.9% |
| 30D | +2.0% | +2.0% | 0.0% | +1.0% |
| 3M | +20.0% | -34.2% | +54.2% | +37.3% |
| 6M | +39.3% | -34.7% | +74.0% | +57.8% |
| YTD | +19.8% | -37.0% | +56.7% | +36.5% |
| 1Y | +4.3% | -40.4% | +44.7% | +21.1% |
| 3Y | +7.7% | -54.1% | +61.8% | +32.6% |
| 5Y | -26.8% | -68.0% | +41.2% | +0.9% |
| All | +117.6% | -45.4% | +163.0% | +120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling