+717.0%
SPY vs APTV
+194.6%
+522.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.4% | -1.2% |
| 7D | +0.1% | +4.8% | -4.7% | -1.2% |
| 30D | +0.1% | +2.0% | -1.9% | -0.7% |
| 3M | +2.0% | -34.2% | +36.2% | +13.3% |
| 6M | +13.0% | -34.7% | +47.7% | +24.6% |
| YTD | +13.5% | -37.0% | +50.5% | +25.9% |
| 1Y | +20.0% | -40.4% | +60.4% | +34.8% |
| 3Y | +77.2% | -54.1% | +131.3% | +107.2% |
| 5Y | +81.9% | -68.0% | +149.9% | +128.4% |
| 10Y | +314.1% | -15.5% | +329.6% | +258.0% |
| All | +717.0% | +194.6% | +522.4% | +344.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling