+37.3%
IR vs APTV
-69.9%
+107.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.6% | -1.1% |
| 7D | -1.9% | -1.2% | -0.7% | -1.5% |
| 30D | -15.0% | -10.6% | -4.4% | -11.6% |
| 3M | -0.4% | -35.0% | +34.6% | +15.6% |
| 6M | -15.0% | -38.9% | +23.9% | -0.3% |
| YTD | -7.1% | -41.5% | +34.5% | +10.7% |
| 1Y | -7.5% | -45.8% | +38.3% | +13.4% |
| 3Y | +6.3% | -55.7% | +62.0% | +36.3% |
| 5Y | +37.3% | -70.1% | +107.4% | +98.1% |
| All | +37.3% | -69.9% | +107.2% | +98.1% |
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