+62.0%
EW vs APTV
-45.9%
+107.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +9.3% | -4.3% | +13.5% | +9.6% |
| 30D | +22.1% | -9.7% | +31.7% | +23.0% |
| 3M | +13.0% | -20.6% | +33.6% | +15.0% |
| 6M | +30.1% | -31.7% | +61.8% | +33.1% |
| YTD | +22.0% | -48.0% | +70.0% | +27.6% |
| 1Y | +23.7% | -52.1% | +75.8% | +30.3% |
| 3Y | +62.0% | -47.9% | +109.9% | +65.1% |
| All | +62.0% | -45.9% | +107.9% | +65.1% |
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