+42.1%
RF vs APTV
-77.0%
+119.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.9% |
| 7D | -0.9% | -10.2% | +9.3% | +2.8% |
| 30D | +6.0% | -10.8% | +16.8% | +10.2% |
| 3M | -8.9% | -14.8% | +5.9% | -4.2% |
| 6M | +2.3% | -30.6% | +32.9% | +13.1% |
| YTD | +7.6% | -48.2% | +55.7% | +32.0% |
| 1Y | +21.2% | -52.0% | +73.1% | +53.2% |
| 3Y | +108.5% | -47.0% | +155.6% | +143.8% |
| All | +42.1% | -77.0% | +119.1% | +148.3% |
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