+3.8%
MSCI vs APTV
-77.0%
+80.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -1.3% |
| 7D | +2.8% | -10.2% | +13.0% | +6.0% |
| 30D | +15.4% | -10.8% | +26.2% | +19.2% |
| 3M | +13.4% | -14.8% | +28.2% | +18.2% |
| 6M | +10.9% | -30.6% | +41.5% | +20.2% |
| YTD | +13.0% | -48.2% | +61.1% | +33.1% |
| 1Y | +12.0% | -52.0% | +64.0% | +35.3% |
| 3Y | +34.1% | -47.0% | +81.1% | +47.7% |
| All | +3.8% | -77.0% | +80.8% | +71.1% |
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