+90.1%
RF vs APTV
-67.9%
+158.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.1% | -1.2% |
| 7D | +1.3% | +4.8% | -3.5% | -0.4% |
| 30D | -3.6% | +2.0% | -5.6% | -4.5% |
| 3M | +8.1% | -34.2% | +42.3% | +24.4% |
| 6M | +11.5% | -34.7% | +46.1% | +27.0% |
| YTD | +15.6% | -37.0% | +52.6% | +33.0% |
| 1Y | +15.7% | -40.4% | +56.1% | +35.8% |
| 3Y | +86.9% | -54.1% | +141.0% | +137.0% |
| All | +90.1% | -67.9% | +158.0% | +183.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling