+55.6%
IOT vs APTV
-71.4%
+127.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.8% |
| 7D | -0.8% | -1.8% | +1.0% | 0.0% |
| 30D | -4.7% | -7.9% | +3.3% | -1.0% |
| 3M | +17.8% | -29.9% | +47.7% | +37.1% |
| 6M | +16.8% | -36.6% | +53.4% | +40.7% |
| YTD | +8.4% | -40.0% | +48.4% | +33.1% |
| 1Y | -0.8% | -44.0% | +43.2% | +26.6% |
| 3Y | +25.7% | -54.5% | +80.3% | +74.6% |
| All | +55.6% | -71.4% | +127.0% | +195.8% |
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