-9.8%
T vs APTV
-45.5%
+35.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.7% |
| 7D | -3.1% | -1.2% | -1.9% | -3.1% |
| 30D | +4.6% | -10.6% | +15.2% | +4.7% |
| 3M | +12.2% | -35.0% | +47.2% | +12.5% |
| 6M | -6.5% | -38.9% | +32.4% | -6.3% |
| YTD | +4.9% | -41.5% | +46.4% | +3.7% |
| All | -9.8% | -45.5% | +35.7% | -9.9% |
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