+46.4%
RF vs APTV
-77.1%
+123.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | +0.1% |
| 7D | +0.4% | -5.0% | +5.3% | +2.2% |
| 30D | +5.6% | -12.3% | +17.9% | +10.3% |
| 3M | -8.9% | -19.9% | +11.1% | -1.9% |
| 6M | +7.1% | -29.4% | +36.5% | +17.5% |
| YTD | +8.3% | -49.0% | +57.3% | +33.7% |
| 1Y | +16.8% | -53.1% | +69.9% | +49.0% |
| 3Y | +115.0% | -48.9% | +163.9% | +155.2% |
| 5Y | +46.4% | -77.2% | +123.6% | +155.3% |
| All | +46.4% | -77.1% | +123.5% | +155.3% |
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