-29.4%
EW vs APTV
-69.4%
+40.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.6% | +1.1% | -2.7% |
| 7D | -4.4% | +2.0% | -6.4% | -4.8% |
| 30D | -3.3% | -7.7% | +4.4% | -2.0% |
| 3M | +1.0% | -34.0% | +35.0% | +8.5% |
| 6M | +6.2% | -37.1% | +43.3% | +14.4% |
| YTD | +1.7% | -39.9% | +41.6% | +10.1% |
| 1Y | +8.1% | -44.4% | +52.6% | +18.7% |
| 3Y | +17.1% | -54.5% | +71.6% | +32.6% |
| 5Y | -29.4% | -69.1% | +39.8% | -9.6% |
| All | -29.4% | -69.4% | +40.1% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling