+1,043.6%
LOW vs APTV
+194.6%
+849.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +0.2% |
| 7D | -1.7% | +4.8% | -6.5% | -3.3% |
| 30D | -7.0% | +2.0% | -9.0% | -7.8% |
| 3M | -0.9% | -34.2% | +33.4% | +12.8% |
| 6M | -20.1% | -34.7% | +14.6% | -9.8% |
| YTD | -13.9% | -37.0% | +23.1% | -1.9% |
| 1Y | -21.1% | -40.4% | +19.3% | -8.8% |
| 3Y | -6.6% | -54.1% | +47.5% | +13.8% |
| 5Y | +9.4% | -68.0% | +77.4% | +45.8% |
| 10Y | +220.5% | -15.5% | +236.0% | +172.0% |
| All | +1,043.6% | +194.6% | +849.0% | +590.9% |
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 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