+46.8%
IR vs APTV
-77.1%
+123.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.2% | +3.5% | +4.3% |
| 7D | +5.0% | -9.8% | +14.8% | +8.8% |
| 30D | +10.3% | -8.9% | +19.2% | +13.8% |
| 3M | -0.1% | -19.5% | +19.4% | +7.7% |
| 6M | +14.8% | -31.1% | +45.9% | +28.3% |
| YTD | +9.7% | -47.5% | +57.3% | +35.8% |
| 1Y | +12.2% | -52.3% | +64.5% | +44.0% |
| 3Y | +30.0% | -45.2% | +75.2% | +50.4% |
| 5Y | +46.8% | -76.9% | +123.7% | +140.6% |
| All | +46.8% | -77.1% | +123.9% | +140.6% |
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