+10.2%
O vs APTV
-77.2%
+87.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.6% | -8.9% | +9.5% | +1.7% |
| 30D | +9.4% | -9.5% | +18.9% | +10.6% |
| 3M | -2.4% | -20.6% | +18.2% | +0.1% |
| 6M | -1.9% | -28.9% | +27.0% | +1.2% |
| YTD | +10.5% | -48.2% | +58.7% | +18.2% |
| 1Y | +10.0% | -51.7% | +61.7% | +18.9% |
| 3Y | +40.5% | -48.1% | +88.6% | +47.5% |
| 5Y | +10.2% | -76.7% | +86.9% | +34.0% |
| All | +10.2% | -77.2% | +87.4% | +34.0% |
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 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