+45.3%
SO vs APTV
-54.7%
+100.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +1.0% |
| 7D | +1.0% | +2.0% | -0.9% | +1.0% |
| 30D | -3.2% | -7.7% | +4.5% | -3.2% |
| 3M | -1.7% | -34.0% | +32.3% | -1.6% |
| 6M | -7.2% | -37.1% | +29.9% | -7.0% |
| YTD | +4.6% | -39.9% | +44.5% | +4.8% |
| 1Y | +1.2% | -44.4% | +45.6% | +1.5% |
| 3Y | +45.3% | -54.5% | +99.8% | +49.6% |
| All | +45.3% | -54.7% | +100.0% | +49.6% |
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