+837.5%
ON vs APTV
+138.1%
+699.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.5% | -3.5% |
| 7D | +12.2% | -1.7% | +14.0% | +13.7% |
| 30D | -3.1% | -11.6% | +8.5% | +5.1% |
| 3M | -12.9% | -21.2% | +8.3% | +2.2% |
| 6M | -38.6% | -28.5% | -10.1% | -24.1% |
| YTD | +31.2% | -49.1% | +80.3% | +100.8% |
| 1Y | +47.6% | -52.2% | +99.8% | +136.1% |
| 3Y | +6.6% | -48.6% | +55.2% | +54.9% |
| 5Y | +21.3% | -77.3% | +98.5% | +209.9% |
| 10Y | +533.3% | -26.9% | +560.2% | +575.2% |
| All | +837.5% | +138.1% | +699.4% | +397.6% |
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