+311.2%
SPY vs APTV
-15.8%
+327.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -1.3% |
| 7D | -2.0% | -1.8% | -0.2% | -1.6% |
| 30D | -1.7% | -7.9% | +6.3% | +0.3% |
| 3M | +4.7% | -29.9% | +34.7% | +13.9% |
| 6M | +12.5% | -36.6% | +49.1% | +24.5% |
| YTD | +11.7% | -40.0% | +51.7% | +24.9% |
| 1Y | +17.5% | -44.0% | +61.5% | +33.6% |
| 3Y | +76.6% | -54.5% | +131.1% | +105.6% |
| 5Y | +82.0% | -68.8% | +150.8% | +128.0% |
| All | +311.2% | -15.8% | +327.1% | +297.3% |
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