+605.8%
MSCI vs APTV
-19.3%
+625.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.9% | -2.3% |
| 7D | -2.1% | +2.0% | -4.0% | -2.7% |
| 30D | -1.7% | -7.7% | +6.0% | +0.7% |
| 3M | -8.2% | -34.0% | +25.8% | +3.7% |
| 6M | -2.4% | -37.1% | +34.7% | +10.6% |
| YTD | -2.8% | -39.9% | +37.1% | +11.0% |
| 1Y | -2.7% | -44.4% | +41.8% | +13.8% |
| 3Y | +7.3% | -54.5% | +61.8% | +29.0% |
| 5Y | -11.4% | -69.1% | +57.7% | +19.2% |
| 10Y | +605.8% | -20.0% | +625.8% | +551.0% |
| All | +605.8% | -19.3% | +625.1% | +551.0% |
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 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