+52.5%
NDAQ vs APTV
-69.9%
+122.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.3% |
| 7D | -1.6% | -1.2% | -0.4% | -1.4% |
| 30D | -1.5% | -10.6% | +9.2% | +0.7% |
| 3M | +8.0% | -35.0% | +43.0% | +17.1% |
| 6M | +7.7% | -38.9% | +46.6% | +17.5% |
| YTD | -2.3% | -41.5% | +39.2% | +7.1% |
| 1Y | +0.6% | -45.8% | +46.4% | +11.9% |
| 3Y | +90.9% | -55.7% | +146.6% | +116.6% |
| 5Y | +52.5% | -70.1% | +122.6% | +83.8% |
| All | +52.5% | -69.9% | +122.3% | +83.8% |
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 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