+663.0%
NI vs APTV
+194.6%
+468.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.1% |
| 7D | +2.0% | +4.8% | -2.8% | +1.4% |
| 30D | -3.5% | +2.0% | -5.5% | -3.9% |
| 3M | -9.1% | -34.2% | +25.1% | -4.2% |
| 6M | -11.8% | -34.7% | +22.8% | -7.4% |
| YTD | +1.1% | -37.0% | +38.1% | +6.4% |
| 1Y | +6.7% | -40.4% | +47.1% | +13.1% |
| 3Y | +71.1% | -54.1% | +125.2% | +85.1% |
| 5Y | +94.3% | -68.0% | +162.3% | +116.9% |
| 10Y | +135.8% | -15.5% | +151.3% | +109.8% |
| All | +663.0% | +194.6% | +468.4% | +416.7% |
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