+381.6%
IWM vs APTV
+142.1%
+239.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.3% | -8.9% | +8.6% | +3.1% |
| 30D | +1.9% | -9.5% | +11.4% | +5.5% |
| 3M | -5.7% | -20.6% | +14.9% | +2.1% |
| 6M | -0.3% | -28.9% | +28.6% | +10.2% |
| YTD | +15.8% | -48.2% | +64.0% | +42.5% |
| 1Y | +17.1% | -51.7% | +68.8% | +47.9% |
| 3Y | +73.1% | -48.1% | +121.2% | +104.9% |
| 5Y | +25.9% | -76.7% | +102.5% | +95.5% |
| 10Y | +151.9% | -25.6% | +177.5% | +129.5% |
| All | +381.6% | +142.1% | +239.5% | +139.4% |
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