+7.1%
LOW vs APTV
-70.4%
+77.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.3% |
| 7D | -0.6% | -1.2% | +0.5% | -0.3% |
| 30D | -9.3% | -10.6% | +1.4% | -6.4% |
| 3M | -8.1% | -35.0% | +26.9% | +3.1% |
| 6M | -19.8% | -38.9% | +19.1% | -9.3% |
| YTD | -16.4% | -41.5% | +25.1% | -4.4% |
| 1Y | -24.7% | -45.8% | +21.1% | -12.2% |
| 3Y | -8.8% | -55.7% | +46.9% | +10.0% |
| All | +7.1% | -70.4% | +77.5% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling