+896.9%
EW vs APTV
+138.4%
+758.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | +4.9% | -5.0% | +9.9% | +6.1% |
| 30D | +24.1% | -12.3% | +36.4% | +27.4% |
| 3M | +13.7% | -19.9% | +33.6% | +18.9% |
| 6M | +32.7% | -29.4% | +62.1% | +40.7% |
| YTD | +24.1% | -49.0% | +73.1% | +40.6% |
| 1Y | +23.6% | -53.1% | +76.7% | +42.6% |
| 3Y | +64.8% | -48.9% | +113.7% | +79.9% |
| 5Y | -8.8% | -77.2% | +68.4% | +18.2% |
| 10Y | +248.8% | -26.8% | +275.5% | +217.3% |
| All | +896.9% | +138.4% | +758.4% | +622.1% |
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 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