+181.9%
FANG vs APTV
-16.1%
+198.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +2.9% | -5.0% | +7.9% | +5.2% |
| 30D | +2.6% | -6.1% | +8.7% | +5.2% |
| 3M | +7.6% | -33.0% | +40.6% | +27.2% |
| 6M | +17.3% | -35.2% | +52.6% | +37.7% |
| YTD | +38.7% | -40.1% | +78.8% | +67.5% |
| 1Y | +51.6% | -45.6% | +97.2% | +90.9% |
| 3Y | +50.0% | -54.4% | +104.3% | +93.4% |
| 5Y | +237.6% | -68.9% | +306.5% | +405.0% |
| All | +181.9% | -16.1% | +198.0% | +152.7% |
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 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