+158.0%
EXC vs APTV
+142.3%
+15.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.5% |
| 7D | -1.2% | -10.2% | +9.1% | +0.3% |
| 30D | +10.0% | -10.8% | +20.8% | +11.7% |
| 3M | +1.6% | -14.8% | +16.4% | +3.8% |
| 6M | +3.3% | -30.6% | +33.8% | +7.7% |
| YTD | +7.6% | -48.2% | +55.7% | +16.7% |
| 1Y | +3.5% | -52.0% | +55.4% | +13.6% |
| 3Y | +27.7% | -47.0% | +74.7% | +34.5% |
| 5Y | +41.1% | -77.5% | +118.6% | +69.8% |
| 10Y | +178.2% | -27.0% | +205.2% | +152.8% |
| All | +158.0% | +142.3% | +15.7% | +114.8% |
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