+307.8%
SPY vs APTV
-27.4%
+335.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +2.6% | -1.7% | +4.3% | +3.1% |
| 30D | -2.0% | -11.6% | +9.6% | +1.1% |
| 3M | -2.8% | -21.2% | +18.4% | +3.1% |
| 6M | +2.1% | -28.5% | +30.7% | +9.6% |
| YTD | +11.5% | -49.1% | +60.6% | +30.0% |
| 1Y | +13.5% | -52.2% | +65.7% | +34.4% |
| 3Y | +77.7% | -48.6% | +126.3% | +99.2% |
| 5Y | +72.6% | -77.3% | +149.9% | +135.8% |
| All | +307.8% | -27.4% | +335.2% | +309.3% |
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