+365.6%
NDAQ vs APTV
-15.8%
+381.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.0% | -2.9% |
| 7D | -6.8% | -1.8% | -5.0% | -6.5% |
| 30D | -3.2% | -7.9% | +4.8% | -1.7% |
| 3M | +6.5% | -29.9% | +36.4% | +13.7% |
| 6M | +5.7% | -36.6% | +42.3% | +14.3% |
| YTD | -4.6% | -40.0% | +35.3% | +3.9% |
| 1Y | -1.6% | -44.0% | +42.4% | +8.6% |
| 3Y | +86.4% | -54.5% | +141.0% | +109.1% |
| 5Y | +50.3% | -68.8% | +119.1% | +77.2% |
| All | +365.6% | -15.8% | +381.5% | +355.8% |
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