+43.8%
EXC vs APTV
-77.0%
+120.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.7% |
| 7D | -1.2% | -10.2% | +9.1% | -0.5% |
| 30D | +10.0% | -10.8% | +20.8% | +10.7% |
| 3M | +1.6% | -14.8% | +16.4% | +2.5% |
| 6M | +3.3% | -30.6% | +33.8% | +5.0% |
| YTD | +7.6% | -48.2% | +55.7% | +11.5% |
| 1Y | +3.5% | -52.0% | +55.4% | +7.8% |
| 3Y | +27.7% | -47.0% | +74.7% | +30.7% |
| All | +43.8% | -77.0% | +120.9% | +61.0% |
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