+418.9%
GM vs APTV
+173.4%
+245.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -0.9% |
| 7D | -1.1% | -1.2% | +0.1% | -0.5% |
| 30D | -4.6% | -10.6% | +6.1% | +1.3% |
| 3M | +0.2% | -35.0% | +35.2% | +25.0% |
| 6M | +12.6% | -38.9% | +51.5% | +42.6% |
| YTD | +3.7% | -41.5% | +45.2% | +33.7% |
| 1Y | +45.6% | -45.8% | +91.4% | +95.9% |
| 3Y | +162.0% | -55.7% | +217.7% | +273.5% |
| 5Y | +80.5% | -70.1% | +150.6% | +216.3% |
| 10Y | +231.3% | -19.1% | +250.4% | +199.8% |
| All | +418.9% | +173.4% | +245.4% | +86.9% |
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