+32.6%
NET vs APTV
-75.9%
+108.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -5.0% |
| 7D | -16.4% | -1.9% | -14.5% | -15.9% |
| 30D | -25.8% | -1.4% | -24.4% | -25.8% |
| 3M | -11.5% | -9.3% | -2.2% | -8.0% |
| 6M | +18.9% | -27.3% | +46.2% | +33.6% |
| YTD | +35.2% | -43.1% | +78.4% | +72.8% |
| 1Y | +14.5% | -46.5% | +60.9% | +51.8% |
| 3Y | +313.8% | -44.2% | +358.0% | +377.9% |
| 5Y | +32.6% | -75.6% | +108.2% | +137.4% |
| All | +32.6% | -75.9% | +108.5% | +137.4% |
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 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