+9.1%
IR vs APTV
-46.4%
+55.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.1% | -1.7% |
| 7D | +11.6% | -1.9% | +13.4% | +12.0% |
| 30D | +7.2% | -1.4% | +8.6% | +7.4% |
| 3M | -5.9% | -9.3% | +3.5% | -3.6% |
| 6M | +11.5% | -27.3% | +38.8% | +18.2% |
| YTD | +6.3% | -43.1% | +49.5% | +23.6% |
| 1Y | +9.1% | -46.5% | +55.6% | +30.3% |
| All | +9.1% | -46.4% | +55.5% | +30.3% |
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