+154.1%
MAR vs APTV
-69.9%
+224.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.8% |
| 7D | -0.5% | -1.2% | +0.7% | -0.2% |
| 30D | -4.7% | -10.6% | +6.0% | -1.0% |
| 3M | -15.6% | -35.0% | +19.4% | -2.6% |
| 6M | +1.2% | -38.9% | +40.1% | +17.8% |
| YTD | +7.5% | -41.5% | +49.0% | +26.7% |
| 1Y | +26.6% | -45.8% | +72.4% | +53.6% |
| 3Y | +66.0% | -55.7% | +121.7% | +111.2% |
| 5Y | +154.1% | -70.1% | +224.2% | +281.2% |
| All | +154.1% | -69.9% | +224.0% | +281.2% |
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