+50.0%
NET vs APTV
-33.5%
+83.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.0% | -2.1% |
| 7D | -7.0% | +4.8% | -11.8% | -7.1% |
| 30D | -4.8% | +2.0% | -6.8% | -4.8% |
| 3M | +3.8% | -34.2% | +38.1% | +5.7% |
| 6M | +50.0% | -34.7% | +84.7% | +60.0% |
| All | +50.0% | -33.5% | +83.6% | +60.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling