+83.7%
SPYM vs APTV
-70.4%
+154.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.2% |
| 7D | -0.4% | -1.2% | +0.8% | -0.1% |
| 30D | -1.4% | -10.6% | +9.3% | +1.2% |
| 3M | +3.7% | -35.0% | +38.7% | +14.4% |
| 6M | +13.0% | -38.9% | +51.9% | +25.6% |
| YTD | +12.5% | -41.5% | +54.0% | +25.8% |
| 1Y | +18.6% | -45.8% | +64.4% | +35.2% |
| 3Y | +78.0% | -55.7% | +133.7% | +108.4% |
| All | +83.7% | -70.4% | +154.1% | +131.5% |
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