+52.4%
GEV vs APTV
-46.4%
+98.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.6% | -13.9% | -9.6% |
| 7D | -5.1% | -1.9% | -3.3% | -5.0% |
| 30D | -15.8% | -1.4% | -14.4% | -15.7% |
| 3M | -18.2% | -9.3% | -8.8% | -17.4% |
| 6M | -22.4% | -27.3% | +5.0% | -19.9% |
| YTD | +27.7% | -43.1% | +70.9% | +28.9% |
| 1Y | +52.4% | -46.5% | +98.9% | +55.5% |
| All | +52.4% | -46.4% | +98.7% | +55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling