-9.8%
T vs APTV
-53.2%
+43.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +2.5% | -1.7% | +4.3% | +2.6% |
| 30D | -3.8% | -11.6% | +7.8% | -3.3% |
| 3M | -8.7% | -21.2% | +12.4% | -8.2% |
| 6M | -8.1% | -28.5% | +20.4% | -7.6% |
| YTD | -6.4% | -49.1% | +42.6% | -7.7% |
| 1Y | -9.8% | -52.2% | +42.4% | -10.5% |
| All | -9.8% | -53.2% | +43.4% | -10.5% |
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 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