+120.1%
SPOT vs APTV
-77.5%
+197.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | +1.6% | -1.7% | +3.3% | +2.2% |
| 30D | +16.9% | -11.6% | +28.5% | +21.7% |
| 3M | +23.0% | -21.2% | +44.2% | +32.8% |
| 6M | +42.2% | -28.5% | +70.7% | +54.5% |
| YTD | +5.5% | -49.1% | +54.6% | +29.6% |
| 1Y | -5.1% | -52.2% | +47.1% | +19.6% |
| 3Y | +257.9% | -48.6% | +306.5% | +300.6% |
| All | +120.1% | -77.5% | +197.6% | +285.4% |
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 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