+765.5%
EWT vs APTV
+194.6%
+570.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.0% |
| 7D | +4.0% | +4.8% | -0.8% | +2.6% |
| 30D | +10.3% | +2.0% | +8.3% | +9.5% |
| 3M | +6.1% | -34.2% | +40.3% | +18.4% |
| 6M | +56.6% | -34.7% | +91.3% | +73.6% |
| YTD | +76.6% | -37.0% | +113.6% | +96.9% |
| 1Y | +97.9% | -40.4% | +138.3% | +123.7% |
| 3Y | +198.0% | -54.1% | +252.1% | +251.0% |
| 5Y | +151.8% | -68.0% | +219.8% | +217.4% |
| 10Y | +514.1% | -15.5% | +529.7% | +420.2% |
| All | +765.5% | +194.6% | +570.9% | +348.9% |
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