+1,630.2%
MAR vs APTV
+138.4%
+1,491.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.4% |
| 7D | +1.8% | -5.0% | +6.8% | +4.0% |
| 30D | +14.3% | -12.3% | +26.6% | +20.8% |
| 3M | +20.0% | -19.9% | +40.0% | +31.4% |
| 6M | +21.7% | -29.4% | +51.1% | +36.8% |
| YTD | +37.7% | -49.0% | +86.7% | +77.2% |
| 1Y | +46.8% | -53.1% | +99.9% | +96.1% |
| 3Y | +121.0% | -48.9% | +169.9% | +168.4% |
| 5Y | +183.1% | -77.2% | +260.3% | +388.3% |
| 10Y | +532.4% | -26.8% | +559.2% | +465.6% |
| All | +1,630.2% | +138.4% | +1,491.8% | +722.0% |
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