+111.1%
SPOT vs APTV
-70.4%
+181.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.1% |
| 7D | -6.5% | -1.2% | -5.3% | -6.2% |
| 30D | +2.2% | -10.6% | +12.8% | +6.1% |
| 3M | +5.4% | -35.0% | +40.4% | +21.5% |
| 6M | -4.0% | -38.9% | +34.9% | +11.8% |
| YTD | -9.9% | -41.5% | +31.6% | +5.8% |
| 1Y | -27.3% | -45.8% | +18.5% | -12.2% |
| 3Y | +236.4% | -55.7% | +292.1% | +330.2% |
| All | +111.1% | -70.4% | +181.5% | +236.1% |
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