+72.2%
F vs APTV
-25.9%
+98.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.5% |
| 7D | -0.2% | -4.3% | +4.0% | +1.8% |
| 30D | +0.9% | -9.7% | +10.6% | +6.0% |
| 3M | -11.3% | -20.6% | +9.2% | -0.7% |
| 6M | +2.0% | -31.7% | +33.7% | +21.0% |
| YTD | -3.2% | -48.0% | +44.8% | +29.9% |
| 1Y | -3.5% | -52.1% | +48.6% | +34.9% |
| 3Y | +48.1% | -47.9% | +96.0% | +89.1% |
| 5Y | -13.5% | -76.9% | +63.4% | +63.9% |
| 10Y | +72.2% | -26.7% | +98.9% | +89.5% |
| All | +72.2% | -25.9% | +98.1% | +89.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling