+10.8%
EW vs APTV
-44.1%
+54.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.6% |
| 7D | -3.4% | -1.8% | -1.5% | -3.3% |
| 30D | -7.4% | -7.9% | +0.6% | -7.1% |
| 3M | +0.9% | -29.9% | +30.8% | +2.1% |
| 6M | +1.2% | -36.6% | +37.7% | +1.9% |
| YTD | +1.8% | -40.0% | +41.7% | +2.7% |
| 1Y | +10.8% | -44.0% | +54.9% | +10.6% |
| All | +10.8% | -44.1% | +54.9% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling