+643.2%
GEV vs APTV
-40.6%
+683.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.6% | +7.7% | +4.1% |
| 7D | +8.1% | +2.0% | +6.1% | +7.6% |
| 30D | -1.9% | -7.7% | +5.8% | -0.3% |
| 3M | +4.1% | -34.0% | +38.1% | +13.2% |
| 6M | +23.2% | -37.1% | +60.3% | +34.8% |
| YTD | +48.9% | -39.9% | +88.8% | +63.1% |
| 1Y | +62.2% | -44.4% | +106.6% | +81.3% |
| All | +643.2% | -40.6% | +683.8% | +694.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling