+72.9%
SPY vs APTV
-77.1%
+150.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -0.6% | -4.3% | +3.7% | +0.5% |
| 30D | -3.7% | -9.7% | +6.0% | -1.4% |
| 3M | -2.7% | -20.6% | +17.8% | +2.5% |
| 6M | +2.2% | -31.7% | +33.9% | +10.3% |
| YTD | +10.8% | -48.0% | +58.8% | +27.6% |
| 1Y | +11.2% | -52.1% | +63.3% | +30.9% |
| 3Y | +76.5% | -47.9% | +124.4% | +94.8% |
| All | +72.9% | -77.1% | +150.0% | +136.7% |
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 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