+5.1%
EXC vs APTV
-45.8%
+51.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.6% |
| 7D | +0.3% | -1.2% | +1.5% | +0.3% |
| 30D | -0.9% | -10.6% | +9.8% | -1.0% |
| 3M | -2.7% | -35.0% | +32.3% | -3.1% |
| 6M | -9.4% | -38.9% | +29.5% | -9.6% |
| YTD | +3.0% | -41.5% | +44.5% | +2.4% |
| 1Y | +5.1% | -45.8% | +51.0% | +5.3% |
| All | +5.1% | -45.8% | +51.0% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling