+14.4%
FIX vs APTV
-46.4%
+60.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +4.6% | -19.7% | -15.9% |
| 7D | -18.9% | -1.9% | -17.0% | -18.7% |
| 30D | -36.3% | -1.4% | -34.9% | -36.1% |
| 3M | -38.5% | -9.3% | -29.2% | -37.2% |
| 6M | -42.3% | -27.3% | -14.9% | -38.0% |
| YTD | +17.1% | -43.1% | +60.2% | +27.7% |
| 1Y | +14.4% | -46.5% | +60.9% | +28.9% |
| All | +14.4% | -46.4% | +60.8% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling