-48.0%
SE vs APTV
-52.3%
+4.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | -7.7% | -8.9% | +1.2% | -6.2% |
| 30D | -22.8% | -9.5% | -13.3% | -21.5% |
| 3M | -43.7% | -20.6% | -23.2% | -41.7% |
| 6M | -12.8% | -28.9% | +16.1% | -10.5% |
| YTD | -42.0% | -48.2% | +6.2% | -36.3% |
| 1Y | -48.0% | -51.7% | +3.7% | -41.9% |
| All | -48.0% | -52.3% | +4.3% | -41.9% |
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 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