-29.2%
ON vs APTV
-30.3%
+1.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +1.0% |
| 7D | +17.0% | -5.0% | +22.0% | +20.2% |
| 30D | -3.9% | -12.3% | +8.5% | +3.0% |
| 3M | -11.5% | -19.9% | +8.4% | -0.5% |
| 6M | -29.2% | -29.4% | +0.2% | -14.2% |
| All | -29.2% | -30.3% | +1.2% | -14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling