+365.6%
IWM vs APTV
+142.3%
+223.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.4% | +2.3% |
| 7D | -2.0% | -10.2% | +8.2% | +1.8% |
| 30D | -1.5% | -10.8% | +9.4% | +2.6% |
| 3M | -8.0% | -14.8% | +6.8% | -3.0% |
| 6M | -4.1% | -30.6% | +26.5% | +6.9% |
| YTD | +11.9% | -48.2% | +60.1% | +37.7% |
| 1Y | +15.0% | -52.0% | +67.0% | +45.6% |
| 3Y | +64.2% | -47.0% | +111.2% | +92.7% |
| 5Y | +20.4% | -77.5% | +97.9% | +89.5% |
| 10Y | +168.0% | -27.0% | +194.9% | +145.1% |
| All | +365.6% | +142.3% | +223.3% | +131.3% |
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 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