+108.2%
T vs APTV
-54.7%
+162.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | -0.2% |
| 7D | -1.5% | +2.0% | -3.5% | -1.6% |
| 30D | +7.6% | -7.7% | +15.3% | +7.7% |
| 3M | +15.3% | -34.0% | +49.3% | +15.9% |
| 6M | -8.5% | -37.1% | +28.6% | -8.0% |
| YTD | +6.8% | -39.9% | +46.7% | +7.3% |
| 1Y | -7.2% | -44.4% | +37.2% | -6.7% |
| 3Y | +108.2% | -54.5% | +162.7% | +117.9% |
| All | +108.2% | -54.7% | +162.9% | +117.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling