+232.4%
RF vs APTV
-26.2%
+258.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | +0.3% | -4.3% | +4.6% | +2.3% |
| 30D | +6.2% | -9.7% | +15.8% | +11.0% |
| 3M | -7.8% | -20.6% | +12.7% | +2.0% |
| 6M | +5.9% | -31.7% | +37.6% | +22.1% |
| YTD | +9.0% | -48.0% | +57.0% | +41.7% |
| 1Y | +19.3% | -52.1% | +71.3% | +61.4% |
| 3Y | +116.4% | -47.9% | +164.3% | +165.9% |
| 5Y | +46.0% | -76.9% | +123.0% | +166.3% |
| All | +232.4% | -26.2% | +258.6% | +206.9% |
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