+10.9%
MSCI vs APTV
-28.9%
+39.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -2.1% |
| 7D | +2.8% | -10.2% | +13.0% | +3.3% |
| 30D | +15.4% | -10.8% | +26.2% | +15.9% |
| 3M | +13.4% | -14.8% | +28.2% | +13.8% |
| 6M | +10.9% | -30.6% | +41.5% | +11.1% |
| All | +10.9% | -28.9% | +39.8% | +11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling