+81.8%
SPY vs APTV
-69.4%
+151.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.6% |
| 7D | +0.5% | +2.0% | -1.4% | 0.0% |
| 30D | -0.9% | -7.7% | +6.8% | +0.9% |
| 3M | +3.9% | -34.0% | +37.9% | +14.3% |
| 6M | +14.5% | -37.1% | +51.6% | +26.5% |
| YTD | +12.9% | -39.9% | +52.8% | +25.7% |
| 1Y | +19.4% | -44.4% | +63.8% | +35.5% |
| 3Y | +78.5% | -54.5% | +132.9% | +107.8% |
| 5Y | +81.8% | -69.1% | +150.9% | +128.4% |
| All | +81.8% | -69.4% | +151.2% | +128.4% |
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