+1,027.6%
FIX vs APTV
-77.5%
+1,105.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +9.4% | -1.7% | +11.2% | +10.1% |
| 30D | -27.8% | -11.6% | -16.2% | -24.9% |
| 3M | -35.6% | -21.2% | -14.4% | -30.3% |
| 6M | -45.2% | -28.5% | -16.7% | -39.6% |
| YTD | +19.5% | -49.1% | +68.5% | +47.0% |
| 1Y | +24.2% | -52.2% | +76.4% | +56.4% |
| 3Y | +494.2% | -48.6% | +542.8% | +599.3% |
| All | +1,027.6% | -77.5% | +1,105.0% | +1,755.7% |
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