+282.4%
O vs APTV
+194.6%
+87.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.8% | -1.5% |
| 7D | -0.7% | +4.8% | -5.6% | -1.8% |
| 30D | -1.9% | +2.0% | -3.9% | -2.5% |
| 3M | +3.8% | -34.2% | +38.1% | +13.3% |
| 6M | -4.7% | -34.7% | +29.9% | +3.1% |
| YTD | +12.5% | -37.0% | +49.5% | +22.2% |
| 1Y | +10.8% | -40.4% | +51.2% | +21.7% |
| 3Y | +28.8% | -54.1% | +82.9% | +46.5% |
| 5Y | +13.2% | -68.0% | +81.2% | +36.6% |
| 10Y | +53.5% | -15.5% | +69.0% | +29.1% |
| All | +282.4% | +194.6% | +87.9% | +149.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling