+66.1%
T vs APTV
-69.4%
+135.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | 0.0% |
| 7D | -1.5% | +2.0% | -3.5% | -1.7% |
| 30D | +7.6% | -7.7% | +15.3% | +8.2% |
| 3M | +15.3% | -34.0% | +49.3% | +18.8% |
| 6M | -8.5% | -37.1% | +28.6% | -5.5% |
| YTD | +6.8% | -39.9% | +46.7% | +10.3% |
| 1Y | -7.2% | -44.4% | +37.2% | -3.5% |
| 3Y | +108.2% | -54.5% | +162.7% | +121.3% |
| 5Y | +66.1% | -69.1% | +135.2% | +76.7% |
| All | +66.1% | -69.4% | +135.5% | +76.7% |
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