+92.6%
NDAQ vs APTV
-54.7%
+147.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.2% |
| 7D | -2.6% | +2.0% | -4.5% | -2.8% |
| 30D | +0.5% | -7.7% | +8.2% | +1.6% |
| 3M | +9.9% | -34.0% | +43.9% | +16.4% |
| 6M | +8.2% | -37.1% | +45.3% | +15.0% |
| YTD | -1.5% | -39.9% | +38.4% | +5.1% |
| 1Y | +1.3% | -44.4% | +45.8% | +9.4% |
| 3Y | +92.6% | -54.5% | +147.1% | +109.4% |
| All | +92.6% | -54.7% | +147.3% | +109.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling