+40.9%
O vs APTV
-47.9%
+88.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.6% | -8.9% | +9.5% | +1.3% |
| 30D | +9.4% | -9.5% | +18.9% | +10.3% |
| 3M | -2.4% | -20.6% | +18.2% | -0.7% |
| 6M | -1.9% | -28.9% | +27.0% | 0.0% |
| YTD | +10.5% | -48.2% | +58.7% | +15.8% |
| 1Y | +10.0% | -51.7% | +61.7% | +16.2% |
| All | +40.9% | -47.9% | +88.8% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling