-27.4%
ON vs APTV
-54.7%
+27.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.6% | +0.2% | -1.8% |
| 7D | -2.2% | +2.0% | -4.1% | -3.3% |
| 30D | -12.4% | -7.7% | -4.7% | -8.5% |
| 3M | -41.2% | -34.0% | -7.2% | -25.5% |
| 6M | +25.0% | -37.1% | +62.1% | +61.4% |
| YTD | +31.3% | -39.9% | +71.2% | +72.6% |
| 1Y | +45.4% | -44.4% | +89.9% | +101.0% |
| 3Y | -27.4% | -54.5% | +27.1% | -1.4% |
| All | -27.4% | -54.7% | +27.3% | -1.4% |
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