+140.2%
NI vs APTV
-16.1%
+156.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | 0.0% | -5.0% | +5.1% | +0.7% |
| 30D | -1.4% | -6.1% | +4.7% | -0.7% |
| 3M | -10.6% | -33.0% | +22.4% | -6.2% |
| 6M | -9.3% | -35.2% | +25.9% | -5.0% |
| YTD | +1.1% | -40.1% | +41.3% | +6.9% |
| 1Y | +3.4% | -45.6% | +49.0% | +10.6% |
| 3Y | +67.9% | -54.4% | +122.2% | +81.0% |
| 5Y | +98.0% | -68.9% | +166.9% | +120.6% |
| All | +140.2% | -16.1% | +156.3% | +126.2% |
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