+834.9%
MSCI vs APTV
-27.3%
+862.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.0% |
| 7D | -0.7% | -5.0% | +4.3% | +1.0% |
| 30D | +16.2% | -12.3% | +28.5% | +21.1% |
| 3M | +16.1% | -19.9% | +36.1% | +24.3% |
| 6M | +12.9% | -29.4% | +42.3% | +23.1% |
| YTD | +14.8% | -49.0% | +63.8% | +38.1% |
| 1Y | +13.8% | -53.1% | +66.9% | +40.7% |
| 3Y | +31.2% | -48.9% | +80.1% | +49.7% |
| 5Y | +5.6% | -77.2% | +82.8% | +58.1% |
| All | +834.9% | -27.3% | +862.2% | +791.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling