+227.5%
LOW vs APTV
-16.1%
+243.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.7% | -5.0% | +1.3% | -2.1% |
| 30D | -8.9% | -6.1% | -2.8% | -7.1% |
| 3M | -10.4% | -33.0% | +22.6% | +1.5% |
| 6M | -19.4% | -35.2% | +15.8% | -8.8% |
| YTD | -17.1% | -40.1% | +23.0% | -3.9% |
| 1Y | -26.3% | -45.6% | +19.3% | -11.9% |
| 3Y | -9.9% | -54.4% | +44.5% | +10.2% |
| 5Y | +6.1% | -68.9% | +75.0% | +43.6% |
| All | +227.5% | -16.1% | +243.6% | +193.9% |
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