+186.9%
T vs APTV
+143.1%
+43.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +2.6% | -4.3% | +6.9% | +3.2% |
| 30D | -1.1% | -9.7% | +8.6% | +0.3% |
| 3M | -7.7% | -20.6% | +12.8% | -4.9% |
| 6M | -10.6% | -31.7% | +21.1% | -6.6% |
| YTD | -7.5% | -48.0% | +40.5% | 0.0% |
| 1Y | -7.4% | -52.1% | +44.6% | +1.2% |
| 3Y | +63.1% | -47.9% | +111.0% | +72.0% |
| 5Y | +55.2% | -76.9% | +132.1% | +83.7% |
| 10Y | +58.8% | -26.7% | +85.5% | +48.0% |
| All | +186.9% | +143.1% | +43.8% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling