+589.4%
SE vs APTV
-40.5%
+629.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -3.9% | -2.3% |
| 7D | -6.1% | +4.8% | -10.9% | -8.1% |
| 30D | -2.5% | +2.0% | -4.5% | -3.6% |
| 3M | +21.7% | -34.2% | +56.0% | +44.9% |
| 6M | +27.0% | -34.7% | +61.7% | +48.8% |
| YTD | -12.1% | -37.0% | +24.8% | +4.1% |
| 1Y | -40.9% | -40.4% | -0.5% | -28.5% |
| 3Y | +191.0% | -54.1% | +245.1% | +277.6% |
| 5Y | -68.3% | -68.0% | -0.3% | -51.5% |
| All | +589.4% | -40.5% | +629.9% | +705.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling