+17.1%
EW vs APTV
-54.7%
+71.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.6% | +1.1% | -3.2% |
| 7D | -4.4% | +2.0% | -6.4% | -4.6% |
| 30D | -3.3% | -7.7% | +4.4% | -2.8% |
| 3M | +1.0% | -34.0% | +35.0% | +4.1% |
| 6M | +6.2% | -37.1% | +43.3% | +9.5% |
| YTD | +1.7% | -39.9% | +41.6% | +5.1% |
| 1Y | +8.1% | -44.4% | +52.6% | +12.4% |
| 3Y | +17.1% | -54.5% | +71.6% | +21.1% |
| All | +17.1% | -54.7% | +71.8% | +21.1% |
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