+10.6%
IOT vs APTV
-46.4%
+56.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.6% | -0.5% | +3.4% |
| 7D | -0.5% | -1.9% | +1.4% | -0.3% |
| 30D | +1.0% | -1.4% | +2.4% | +1.1% |
| 3M | +10.9% | -9.3% | +20.3% | +12.1% |
| 6M | +39.9% | -27.3% | +67.2% | +44.5% |
| YTD | +20.8% | -43.1% | +63.9% | +32.0% |
| 1Y | +10.6% | -46.5% | +57.1% | +25.4% |
| All | +10.6% | -46.4% | +56.9% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling