+252.8%
SPOT vs APTV
-44.0%
+296.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -3.1% | -5.0% | +2.0% | -1.5% |
| 30D | +7.4% | -6.1% | +13.4% | +9.3% |
| 3M | +8.2% | -33.0% | +41.2% | +21.4% |
| 6M | +2.2% | -35.2% | +37.5% | +14.5% |
| YTD | -9.5% | -40.1% | +30.7% | +3.4% |
| 1Y | -23.8% | -45.6% | +21.8% | -10.5% |
| 3Y | +233.5% | -54.4% | +287.8% | +297.8% |
| 5Y | +112.2% | -68.9% | +181.1% | +182.6% |
| All | +252.8% | -44.0% | +296.8% | +292.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling