+261.5%
RF vs APTV
-26.1%
+287.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.6% |
| 7D | -0.1% | -9.8% | +9.6% | +4.6% |
| 30D | +7.0% | -8.9% | +15.9% | +11.5% |
| 3M | -7.0% | -19.5% | +12.4% | +2.3% |
| 6M | +6.8% | -31.1% | +37.9% | +22.6% |
| YTD | +9.9% | -47.5% | +57.5% | +42.3% |
| 1Y | +21.1% | -52.3% | +73.4% | +64.3% |
| 3Y | +119.6% | -45.2% | +164.8% | +162.5% |
| 5Y | +46.2% | -76.9% | +123.0% | +166.4% |
| 10Y | +261.5% | -25.1% | +286.6% | +234.8% |
| All | +261.5% | -26.1% | +287.6% | +234.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling