+0.6%
NDAQ vs APTV
-45.8%
+46.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.7% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | -1.5% | -10.6% | +9.2% | -0.7% |
| 3M | +8.0% | -35.0% | +43.0% | +11.1% |
| 6M | +7.7% | -38.9% | +46.6% | +11.3% |
| YTD | -2.3% | -41.5% | +39.2% | +0.5% |
| 1Y | +0.6% | -45.8% | +46.4% | +4.2% |
| All | +0.6% | -45.8% | +46.4% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling