+18.3%
HYG vs APTV
-69.3%
+87.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.7% | -5.0% | +4.3% | -0.2% |
| 30D | -0.7% | -6.1% | +5.3% | -0.2% |
| 3M | -0.2% | -33.0% | +32.8% | +3.4% |
| 6M | +1.4% | -35.2% | +36.7% | +5.1% |
| YTD | +1.5% | -40.1% | +41.6% | +5.8% |
| 1Y | +2.9% | -45.6% | +48.5% | +8.3% |
| 3Y | +25.6% | -54.4% | +80.0% | +33.6% |
| All | +18.3% | -69.3% | +87.6% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling