+3,800.0%
FIX vs APTV
-26.1%
+3,826.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.2% | +8.2% | +9.0% |
| 7D | -7.2% | -9.8% | +2.5% | -4.0% |
| 30D | -35.1% | -8.9% | -26.2% | -33.0% |
| 3M | -34.3% | -19.5% | -14.8% | -29.1% |
| 6M | -42.9% | -31.1% | -11.8% | -35.7% |
| YTD | +19.5% | -47.5% | +67.0% | +47.8% |
| 1Y | +16.8% | -52.3% | +69.1% | +50.1% |
| 3Y | +506.7% | -45.2% | +551.9% | +607.6% |
| 5Y | +1,046.7% | -76.9% | +1,123.6% | +1,728.8% |
| 10Y | +3,800.0% | -25.1% | +3,825.1% | +3,758.1% |
| All | +3,800.0% | -26.1% | +3,826.1% | +3,758.1% |
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 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