+30.3%
O vs APTV
-54.7%
+85.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.3% | 0.0% |
| 7D | -0.6% | +2.0% | -2.5% | -0.7% |
| 30D | -2.0% | -7.7% | +5.8% | -1.4% |
| 3M | +3.0% | -34.0% | +37.0% | +6.2% |
| 6M | -3.6% | -37.1% | +33.5% | -0.5% |
| YTD | +12.1% | -39.9% | +52.0% | +15.9% |
| 1Y | +8.9% | -44.4% | +53.3% | +13.6% |
| 3Y | +30.3% | -54.5% | +84.8% | +39.4% |
| All | +30.3% | -54.7% | +85.0% | +39.4% |
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