-43.6%
SE vs APTV
-45.8%
+2.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -3.6% |
| 7D | -3.6% | -1.2% | -2.5% | -3.5% |
| 30D | -5.3% | -10.6% | +5.3% | -3.6% |
| 3M | +28.1% | -35.0% | +63.1% | +36.8% |
| 6M | +20.7% | -38.9% | +59.6% | +30.6% |
| YTD | -14.8% | -41.5% | +26.7% | -7.8% |
| 1Y | -43.6% | -45.8% | +2.2% | -38.3% |
| All | -43.6% | -45.8% | +2.2% | -38.3% |
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 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