+146.8%
EXC vs APTV
+194.6%
-47.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.1% | -1.5% |
| 7D | +0.3% | +4.8% | -4.5% | -0.4% |
| 30D | -3.7% | +2.0% | -5.7% | -4.1% |
| 3M | -1.3% | -34.2% | +33.0% | +4.4% |
| 6M | -9.7% | -34.7% | +25.0% | -4.9% |
| YTD | +2.9% | -37.0% | +39.9% | +8.7% |
| 1Y | +4.4% | -40.4% | +44.8% | +11.0% |
| 3Y | +22.2% | -54.1% | +76.3% | +33.2% |
| 5Y | +46.7% | -68.0% | +114.7% | +66.3% |
| 10Y | +155.3% | -15.5% | +170.9% | +127.3% |
| All | +146.8% | +194.6% | -47.8% | +100.0% |
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 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