+196.3%
SE vs APTV
-54.7%
+251.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +2.2% |
| 7D | +0.6% | +2.0% | -1.4% | 0.0% |
| 30D | -0.1% | -7.7% | +7.6% | +1.7% |
| 3M | +34.1% | -34.0% | +68.1% | +47.4% |
| 6M | +23.2% | -37.1% | +60.3% | +36.3% |
| YTD | -11.2% | -39.9% | +28.7% | -0.8% |
| 1Y | -40.5% | -44.4% | +3.9% | -32.3% |
| 3Y | +196.3% | -54.5% | +250.8% | +262.9% |
| All | +196.3% | -54.7% | +251.0% | +262.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling