-7.5%
IR vs APTV
-45.8%
+38.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.6% | -1.3% |
| 7D | -1.9% | -1.2% | -0.7% | -1.6% |
| 30D | -15.0% | -10.6% | -4.4% | -12.3% |
| 3M | -0.4% | -35.0% | +34.6% | +13.2% |
| 6M | -15.0% | -38.9% | +23.9% | -1.6% |
| YTD | -7.1% | -41.5% | +34.5% | +8.3% |
| 1Y | -7.5% | -45.8% | +38.3% | +10.9% |
| All | -7.5% | -45.8% | +38.3% | +10.9% |
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 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