+20.2%
RF vs APTV
-52.5%
+72.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.0% |
| 7D | -0.1% | -9.8% | +9.6% | +1.5% |
| 30D | +7.0% | -8.9% | +15.9% | +8.6% |
| 3M | -7.0% | -19.5% | +12.4% | -4.0% |
| 6M | +6.8% | -31.1% | +37.9% | +10.6% |
| YTD | +9.9% | -47.5% | +57.5% | +21.2% |
| All | +20.2% | -52.5% | +72.7% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling