+189.2%
F vs APTV
+194.6%
-5.4%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | -0.1% |
| 7D | +5.3% | +4.8% | +0.5% | +2.8% |
| 30D | +4.6% | +2.0% | +2.6% | +3.4% |
| 3M | -3.7% | -34.2% | +30.6% | +17.3% |
| 6M | +16.8% | -34.7% | +51.5% | +40.8% |
| YTD | +15.3% | -37.0% | +52.3% | +40.7% |
| 1Y | +31.0% | -40.4% | +71.4% | +64.4% |
| 3Y | +45.4% | -54.1% | +99.5% | +98.9% |
| 5Y | +54.7% | -68.0% | +122.7% | +150.0% |
| 10Y | +98.2% | -15.5% | +113.7% | +83.8% |
| All | +189.2% | +194.6% | -5.4% | +33.1% |
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