+86.4%
F vs APTV
-19.3%
+105.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.6% | +0.4% | -1.9% |
| 7D | +1.2% | +2.0% | -0.8% | +0.2% |
| 30D | +1.2% | -7.7% | +8.9% | +5.3% |
| 3M | -5.7% | -34.0% | +28.3% | +14.7% |
| 6M | +17.9% | -37.1% | +55.0% | +44.8% |
| YTD | +10.4% | -39.9% | +50.3% | +37.9% |
| 1Y | +25.3% | -44.4% | +69.8% | +62.9% |
| 3Y | +37.5% | -54.5% | +91.9% | +88.7% |
| 5Y | +46.5% | -69.1% | +115.6% | +140.7% |
| 10Y | +86.4% | -20.0% | +106.4% | +96.9% |
| All | +86.4% | -19.3% | +105.7% | +96.9% |
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