-6.4%
T vs APTV
-46.4%
+40.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.6% | -2.6% | +1.9% |
| 7D | +5.5% | -1.9% | +7.3% | +5.5% |
| 30D | -8.9% | -1.4% | -7.5% | -8.9% |
| 3M | -5.6% | -9.3% | +3.8% | -5.5% |
| 6M | -14.3% | -27.3% | +13.0% | -14.1% |
| YTD | -7.9% | -43.1% | +35.2% | -9.2% |
| 1Y | -6.4% | -46.5% | +40.1% | -7.1% |
| All | -6.4% | -46.4% | +40.0% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling