+1,449.6%
NET vs APTV
-46.5%
+1,496.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.0% | -3.1% |
| 7D | -7.0% | +4.8% | -11.8% | -8.7% |
| 30D | -4.8% | +2.0% | -6.8% | -5.5% |
| 3M | +3.8% | -34.2% | +38.1% | +20.0% |
| 6M | +50.0% | -34.7% | +84.7% | +71.2% |
| YTD | +41.5% | -37.0% | +78.5% | +62.6% |
| 1Y | +32.8% | -40.4% | +73.2% | +55.7% |
| 3Y | +335.9% | -54.1% | +390.0% | +444.9% |
| 5Y | +113.8% | -68.0% | +181.8% | +189.9% |
| All | +1,449.6% | -46.5% | +1,496.0% | +2,135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling