+46.2%
EXC vs APTV
-69.4%
+115.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +1.0% |
| 7D | +1.2% | +2.0% | -0.7% | +1.1% |
| 30D | -2.7% | -7.7% | +5.0% | -2.3% |
| 3M | -1.0% | -34.0% | +33.0% | +1.5% |
| 6M | -9.3% | -37.1% | +27.8% | -6.8% |
| YTD | +3.6% | -39.9% | +43.5% | +6.6% |
| 1Y | +5.9% | -44.4% | +50.3% | +9.6% |
| 3Y | +21.3% | -54.5% | +75.8% | +28.1% |
| 5Y | +46.2% | -69.1% | +115.3% | +58.0% |
| All | +46.2% | -69.4% | +115.6% | +58.0% |
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