+77.3%
SO vs APTV
-77.1%
+154.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.3% |
| 7D | -1.1% | -9.8% | +8.7% | -0.7% |
| 30D | +8.6% | -8.9% | +17.5% | +9.0% |
| 3M | +1.8% | -19.5% | +21.2% | +2.6% |
| 6M | +3.6% | -31.1% | +34.7% | +4.8% |
| YTD | +9.9% | -47.5% | +57.5% | +12.6% |
| 1Y | +5.7% | -52.3% | +58.0% | +8.8% |
| 3Y | +52.5% | -45.2% | +97.7% | +54.1% |
| 5Y | +77.3% | -76.9% | +154.2% | +91.1% |
| All | +77.3% | -77.1% | +154.4% | +91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling