+291.3%
IR vs APTV
-32.5%
+323.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | 0.0% |
| 7D | -2.8% | +4.8% | -7.6% | -4.7% |
| 30D | -15.1% | +2.0% | -17.1% | -16.0% |
| 3M | +6.1% | -34.2% | +40.3% | +24.3% |
| 6M | -16.8% | -34.7% | +17.9% | -3.5% |
| YTD | -3.5% | -37.0% | +33.4% | +13.3% |
| 1Y | -3.5% | -40.4% | +36.9% | +15.9% |
| 3Y | +9.5% | -54.1% | +63.6% | +40.3% |
| 5Y | +45.1% | -68.0% | +113.1% | +109.4% |
| All | +291.3% | -32.5% | +323.8% | +295.5% |
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