+146.1%
F vs APTV
+142.3%
+3.8%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.7% | +1.0% |
| 7D | +1.6% | -10.2% | +11.8% | +7.0% |
| 30D | +2.6% | -10.8% | +13.4% | +8.5% |
| 3M | -8.8% | -14.8% | +6.0% | -1.5% |
| 6M | +4.6% | -30.6% | +35.2% | +23.0% |
| YTD | -1.9% | -48.2% | +46.3% | +31.8% |
| 1Y | -0.8% | -52.0% | +51.2% | +38.5% |
| 3Y | +43.5% | -47.0% | +90.5% | +81.6% |
| 5Y | -12.1% | -77.5% | +65.4% | +68.7% |
| 10Y | +83.6% | -27.0% | +110.6% | +83.1% |
| All | +146.1% | +142.3% | +3.8% | +24.7% |
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