-26.4%
NOW vs APTV
-77.0%
+50.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.8% |
| 7D | -3.0% | -10.2% | +7.2% | +0.4% |
| 30D | -26.0% | -10.8% | -15.2% | -23.4% |
| 3M | -13.1% | -14.8% | +1.7% | -8.8% |
| 6M | +14.5% | -30.6% | +45.1% | +26.0% |
| YTD | -33.4% | -48.2% | +14.7% | -19.2% |
| 1Y | -40.6% | -52.0% | +11.3% | -25.7% |
| 3Y | -16.3% | -47.0% | +30.7% | -6.4% |
| All | -26.4% | -77.0% | +50.7% | +24.1% |
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