+2,105.4%
FIX vs APTV
-67.9%
+2,173.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.1% | +0.8% |
| 7D | +6.0% | +4.8% | +1.2% | +4.2% |
| 30D | -7.2% | +2.0% | -9.2% | -8.1% |
| 3M | -15.9% | -34.2% | +18.4% | -2.9% |
| 6M | +12.7% | -34.7% | +47.4% | +28.8% |
| YTD | +72.8% | -37.0% | +109.8% | +98.6% |
| 1Y | +122.9% | -40.4% | +163.3% | +162.1% |
| 3Y | +774.3% | -54.1% | +828.4% | +992.8% |
| All | +2,105.4% | -67.9% | +2,173.3% | +3,055.5% |
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