+55.2%
T vs APTV
-76.9%
+132.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +2.6% | -4.3% | +6.9% | +2.9% |
| 30D | -1.1% | -9.7% | +8.6% | -0.3% |
| 3M | -7.7% | -20.6% | +12.8% | -6.2% |
| 6M | -10.6% | -31.7% | +21.1% | -8.5% |
| YTD | -7.5% | -48.0% | +40.5% | -3.5% |
| 1Y | -7.4% | -52.1% | +44.6% | -2.8% |
| 3Y | +63.1% | -47.9% | +111.0% | +67.9% |
| 5Y | +55.2% | -76.9% | +132.1% | +69.1% |
| All | +55.2% | -76.9% | +132.0% | +69.1% |
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 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