+143.4%
GLD vs APTV
+194.6%
-51.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -0.9% |
| 7D | -0.5% | +4.8% | -5.3% | -0.6% |
| 30D | +4.4% | +2.0% | +2.4% | +4.4% |
| 3M | -1.1% | -34.2% | +33.1% | -0.6% |
| 6M | -13.8% | -34.7% | +20.9% | -13.4% |
| YTD | +2.6% | -37.0% | +39.6% | +3.1% |
| 1Y | +24.5% | -40.4% | +64.9% | +25.1% |
| 3Y | +125.8% | -54.1% | +180.0% | +126.9% |
| 5Y | +137.8% | -68.0% | +205.8% | +138.5% |
| 10Y | +221.4% | -15.5% | +236.9% | +224.4% |
| All | +143.4% | +194.6% | -51.1% | +90.8% |
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