+5,993.3%
FIX vs APTV
-19.3%
+6,012.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.0% | +4.1% |
| 7D | +6.1% | +2.0% | +4.1% | +5.1% |
| 30D | -2.7% | -7.7% | +5.0% | +0.2% |
| 3M | -10.9% | -34.0% | +23.1% | +3.5% |
| 6M | +29.0% | -37.1% | +66.1% | +50.6% |
| YTD | +76.9% | -39.9% | +116.8% | +108.6% |
| 1Y | +130.7% | -44.4% | +175.2% | +181.1% |
| 3Y | +790.7% | -54.5% | +845.2% | +1,023.7% |
| 5Y | +2,185.6% | -69.1% | +2,254.7% | +3,148.6% |
| 10Y | +5,993.3% | -20.0% | +6,013.3% | +5,903.1% |
| All | +5,993.3% | -19.3% | +6,012.6% | +5,903.1% |
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