+155.4%
IWM vs APTV
-25.9%
+181.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +0.3% | -4.3% | +4.6% | +1.9% |
| 30D | +0.6% | -9.7% | +10.2% | +4.2% |
| 3M | -6.2% | -20.6% | +14.3% | +1.4% |
| 6M | -0.8% | -31.7% | +30.9% | +11.2% |
| YTD | +14.8% | -48.0% | +62.8% | +40.8% |
| 1Y | +16.1% | -52.1% | +68.2% | +47.0% |
| 3Y | +71.5% | -47.9% | +119.4% | +102.4% |
| 5Y | +25.8% | -76.9% | +102.7% | +95.8% |
| 10Y | +155.4% | -26.7% | +182.1% | +160.3% |
| All | +155.4% | -25.9% | +181.3% | +160.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling