+747.0%
EW vs APTV
+194.6%
+552.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -2.9% | -0.5% |
| 7D | -0.3% | +4.8% | -5.2% | -1.4% |
| 30D | +1.0% | +2.0% | -1.0% | +0.5% |
| 3M | +2.8% | -34.2% | +37.0% | +11.8% |
| 6M | +5.5% | -34.7% | +40.2% | +14.0% |
| YTD | +5.5% | -37.0% | +42.4% | +14.4% |
| 1Y | +11.0% | -40.4% | +51.4% | +21.6% |
| 3Y | +17.7% | -54.1% | +71.8% | +33.0% |
| 5Y | -25.7% | -68.0% | +42.3% | -10.8% |
| 10Y | +132.8% | -15.5% | +148.3% | +105.8% |
| All | +747.0% | +194.6% | +552.5% | +487.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling