+1,271.0%
MAR vs APTV
+194.6%
+1,076.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -2.9% | -1.2% |
| 7D | -4.2% | +4.8% | -9.0% | -6.2% |
| 30D | -6.7% | +2.0% | -8.7% | -7.9% |
| 3M | -12.5% | -34.2% | +21.8% | +3.6% |
| 6M | +0.6% | -34.7% | +35.2% | +17.2% |
| YTD | +9.1% | -37.0% | +46.1% | +28.6% |
| 1Y | +26.2% | -40.4% | +66.6% | +52.2% |
| 3Y | +68.2% | -54.1% | +122.3% | +117.6% |
| 5Y | +163.9% | -68.0% | +231.9% | +290.1% |
| 10Y | +420.6% | -15.5% | +436.1% | +337.9% |
| All | +1,271.0% | +194.6% | +1,076.5% | +496.7% |
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 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