+271.2%
EW vs APTV
-27.4%
+298.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +4.9% | -1.7% | +6.7% | +5.3% |
| 30D | +23.9% | -11.6% | +35.5% | +27.0% |
| 3M | +15.8% | -21.2% | +37.0% | +21.4% |
| 6M | +31.7% | -28.5% | +60.2% | +39.1% |
| YTD | +25.7% | -49.1% | +74.8% | +42.1% |
| 1Y | +24.4% | -52.2% | +76.6% | +42.6% |
| 3Y | +65.9% | -48.6% | +114.5% | +80.4% |
| 5Y | -7.6% | -77.3% | +69.6% | +19.8% |
| All | +271.2% | -27.4% | +298.6% | +257.0% |
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 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