+52.5%
SO vs APTV
-46.2%
+98.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.3% |
| 7D | -1.1% | -9.8% | +8.7% | -1.1% |
| 30D | +8.6% | -8.9% | +17.5% | +8.6% |
| 3M | +1.8% | -19.5% | +21.2% | +1.8% |
| 6M | +3.6% | -31.1% | +34.7% | +3.4% |
| YTD | +9.9% | -47.5% | +57.5% | +10.1% |
| 1Y | +5.7% | -52.3% | +58.0% | +5.9% |
| 3Y | +52.5% | -45.2% | +97.7% | +50.4% |
| All | +52.5% | -46.2% | +98.7% | +50.4% |
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