+948.1%
FIX vs APTV
-77.0%
+1,025.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.5% | +8.9% | +6.6% |
| 7D | -17.5% | -10.2% | -7.2% | -14.7% |
| 30D | -41.6% | -10.8% | -30.8% | -39.4% |
| 3M | -40.6% | -14.8% | -25.8% | -37.7% |
| 6M | -49.4% | -30.6% | -18.8% | -43.7% |
| YTD | +9.2% | -48.2% | +57.3% | +33.5% |
| 1Y | +6.5% | -52.0% | +58.4% | +33.9% |
| 3Y | +448.7% | -47.0% | +495.8% | +538.0% |
| All | +948.1% | -77.0% | +1,025.1% | +1,618.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling