+205.6%
GLD vs APTV
-27.3%
+232.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.8% |
| 7D | -5.5% | -5.0% | -0.5% | -5.4% |
| 30D | -7.0% | -12.3% | +5.3% | -6.8% |
| 3M | -12.4% | -19.9% | +7.6% | -12.0% |
| 6M | -18.0% | -29.4% | +11.3% | -17.5% |
| YTD | -10.5% | -49.0% | +38.5% | -9.5% |
| 1Y | -8.1% | -53.1% | +45.0% | -7.0% |
| 3Y | +97.7% | -48.9% | +146.6% | +99.6% |
| 5Y | +103.4% | -77.2% | +180.7% | +105.7% |
| All | +205.6% | -27.3% | +232.9% | +213.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling