+309.3%
SPY vs APTV
-27.3%
+336.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | 0.0% |
| 7D | +3.3% | -5.0% | +8.3% | +4.7% |
| 30D | -2.7% | -12.3% | +9.6% | +0.6% |
| 3M | -1.7% | -19.9% | +18.2% | +3.8% |
| 6M | +3.1% | -29.4% | +32.5% | +10.9% |
| YTD | +11.9% | -49.0% | +60.9% | +30.4% |
| 1Y | +12.0% | -53.1% | +65.1% | +33.4% |
| 3Y | +78.2% | -48.9% | +127.1% | +100.1% |
| 5Y | +73.2% | -77.2% | +150.5% | +136.6% |
| All | +309.3% | -27.3% | +336.6% | +310.7% |
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