+15.3%
O vs APTV
-69.9%
+85.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -1.2% |
| 7D | -2.3% | -1.2% | -1.1% | -2.2% |
| 30D | -2.4% | -10.6% | +8.2% | -1.2% |
| 3M | -0.6% | -35.0% | +34.4% | +4.3% |
| 6M | -5.0% | -38.9% | +33.9% | +0.1% |
| YTD | +10.4% | -41.5% | +51.9% | +16.6% |
| 1Y | +6.6% | -45.8% | +52.4% | +13.7% |
| 3Y | +28.4% | -55.7% | +84.1% | +39.3% |
| 5Y | +15.3% | -70.1% | +85.4% | +31.8% |
| All | +15.3% | -69.9% | +85.1% | +31.8% |
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