+1,258.4%
NET vs APTV
-54.4%
+1,312.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -5.6% | -2.7% | -6.3% |
| 7D | -21.2% | -8.1% | -13.1% | -18.9% |
| 30D | -31.1% | -8.7% | -22.5% | -29.0% |
| 3M | -16.5% | -13.1% | -3.4% | -12.8% |
| 6M | 0.0% | -25.5% | +25.5% | +8.1% |
| YTD | +24.0% | -46.3% | +70.3% | +50.0% |
| 1Y | +7.0% | -51.1% | +58.1% | +34.4% |
| 3Y | +279.6% | -47.3% | +326.8% | +340.4% |
| 5Y | +24.0% | -76.7% | +100.6% | +80.7% |
| All | +1,258.4% | -54.4% | +1,312.8% | +1,962.6% |
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